Credit Spread Specification and the Pricing of Spread Options
Year of publication: |
2000-05-01
|
---|---|
Authors: | Mougeot, Nicolas |
Publisher: |
International Center for Financial Asset Management and Engineering (FAME) <Genf> |
Subject: | Option | Optionspreistheorie | Bewertung | Spread | Derivat <Wertpapier> | Black-Scholes-Modell |
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