A Note to Enhance the BPW Model for the Pricing of Basket and Spread Options
| Year of publication: |
2012
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|---|---|
| Authors: | Chang, Jui-Jane ; Chen, Son-Nan ; Wu, Ting-Pin |
| 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. 19.2012, 3, p. 77-77
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