Closed-Form Approximations for Spread Option Prices and...

The Journal of Derivatives 2008 / 01 Vol. 15; Iss. 3

Closed-Form Approximations for Spread Option Prices and Greeks

Li, Minqiang, Deng, Shi-Jie, Zhoc, Jieyun
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Volume:
15
Language:
english
Journal:
The Journal of Derivatives
DOI:
10.3905/jod.2008.702506
Date:
January, 2008
File:
PDF, 501 KB
english, 2008
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