The pricing of basket-spread options (Q5247278): Difference between revisions

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+https://doi.org/10.1080/14697688.2014.949289
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+W1966724979
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@@ Property / cites work @@
+ANALYTIC APPROXIMATIONS FOR MULTI‐ASSET OPTION PRICING
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@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
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@@ Property / cites work @@
+Pricing and Hedging Spread Options
@@ Property / cites work: Pricing and Hedging Spread Options / rank @@
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@@ Property / cites work @@
+Q2782371
@@ Property / cites work: Q2782371 / rank @@
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@@ Property / cites work @@
+Mathematical models of financial derivatives
@@ Property / cites work: Mathematical models of financial derivatives / rank @@
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@@ Property / cites work @@
+Multi-asset spread option pricing and hedging
@@ Property / cites work: Multi-asset spread option pricing and hedging / rank @@
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@@ Property / cites work @@
+Closed Form Approximations for Spread Options
@@ Property / cites work: Closed Form Approximations for Spread Options / rank @@
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+Publication:5247278