Closed form spread option valuation
Year of publication: 
20061201


Authors:  Bjerksund, Petter ; Stensland, Gunnar 
Institutions:  Institutt for foretaksøkonomi, Norges Handelshøyskole (NHH) 
Subject:  Spread option  closed form  valuation formula  lognormal asset prices 
Extent:  application/pdf 

Series:  
Type of publication:  Book / Working Paper 
Notes:  The text is part of a series Discussion Papers Number 2006/20 18 pages 
Classification:  C63  Computational Techniques ; D81  Criteria for DecisionMaking under Risk and Uncertainty ; G12  Asset Pricing ; G13  Contingent Pricing; Futures Pricing 
Source: 

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