Closed form spread option valuation (Q5247234)

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scientific article; zbMATH DE number 6429494
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English
Closed form spread option valuation
scientific article; zbMATH DE number 6429494

    Statements

    title
    Closed form spread option valuation (English)
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    author
    Petter Bjerksund
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    Gunnar Stensland
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    publication date
    23 April 2015
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    zbMATH Keywords
    financial derivatives
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    financial engineering
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    financial mathematics
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    financial modelling
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    spread options
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    Identifiers

    zbMATH DE Number
    6429494
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    OpenAlex ID
    W1975417936
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