A CLOSED FORM APPROACH TO THE VALUATION AND HEDGING OF BASKET AND SPREAD OPTIONS
| Year of publication: |
2007
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|---|---|
| Authors: | Borovkova, Svetlana ; Permana, Ferry J. ; Weide, Hans V.D. |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Institutional Investor, ISSN 1074-1240, ZDB-ID 11690045. - Vol. 14.2007, 4, p. 8-24
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