Closed form spread option valuation (Q5247234)
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scientific article; zbMATH DE number 6429494
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Closed form spread option valuation |
scientific article; zbMATH DE number 6429494 |
Statements
Closed form spread option valuation (English)
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23 April 2015
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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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