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Bond flotation with exotic commodity collateral
Dempster, Michael A. H., (2020)
Selected methods of securing the refining sector against crude oil price fluctuations
Łamasz, Bartosz, (2018)
A two-factor cointegrated commodity price model with an application to spread option pricing
Farkas, Walter, (2017)
Analytic Approximations for Multi-Asset Option Pricing
Alexander, Carol, (2010)
Analytic approximations for multi-asset option pricing
Alexander, Carol, (2012)
Closed form approximations for spread options
Venkatramanan, Aanand, (2011)