Modeling of certain problems in financial mathematics: Spread option pricing (Q5310985)
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scientific article; zbMATH DE number 5200946
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| English | Modeling of certain problems in financial mathematics: Spread option pricing |
scientific article; zbMATH DE number 5200946 |
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Modeling of certain problems in financial mathematics: Spread option pricing (English)
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15 October 2007
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spread option
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forward interest rate
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Heath-Jarrow-Morton model
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probability theory methods
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0.7529144883155823
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0.7479793429374695
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0.7441887855529785
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