CLOSED-FORM APPROXIMATIONS FOR SPREAD OPTION PRICES AND GREEKS
| Year of publication: |
2008
|
|---|---|
| Authors: | Li, Minqiang ; Deng, Shi-Jie ; Zhou, Jieyun |
| 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. 15.2008, 3, p. 58-80
|