Closed form spread option valuation

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Publication:5247234

DOI10.1080/14697688.2011.617775zbMath1402.91755OpenAlexW1975417936MaRDI QIDQ5247234

Petter Bjerksund, Gunnar Stensland

Publication date: 23 April 2015

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/11250/164107




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