A simple derivation of Kirk's approximation for spread options (Q2339057)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A simple derivation of Kirk's approximation for spread options |
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A simple derivation of Kirk's approximation for spread options (English)
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30 March 2015
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lognormal random variables
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Black-Scholes equation
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spread options
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Kirk's approximation
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WKB approximation
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