Multi-asset spread option pricing and hedging (Q3557572)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multi-asset spread option pricing and hedging |
scientific article |
Statements
Multi-asset spread option pricing and hedging (English)
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23 April 2010
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multi-asset spread options
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second-order boundary approximation
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closed-form approximation
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