Pages that link to "Item:Q5247234"

The following pages link to Closed form spread option valuation (Q5247234):

Displaying 9 items.

• Additive subordination and its applications in finance (Q309162) (← links)
• On the methods of pricing American options: case study (Q1703539) (← links)
• Pricing spread options with stochastic interest rates (Q1719038) (← links)
• Optimal strategies with option compensation under mean reverting returns or volatilities (Q1722748) (← links)
• Pricing of spread and exchange options in a rough jump-diffusion market (Q2088861) (← links)
• Merchant Commodity Storage Practice Revisited (Q2795873) (← links)
• Asymptotics Beats Monte Carlo: The Case of Correlated Local Vol Baskets (Q2922151) (← links)
• Spread and basket option pricing in a Markov‐modulated Lévy framework with synchronous jumps (Q4627095) (← links)
• Pricing vulnerable basket spread options with liquidity risk (Q6154208) (← links)