Valuation of spread options under correlated skew Brownian motions
Shiyu Song, Xingchun Wang and Xiaowen Zhang
| Year of publication: |
2024
|
|---|---|
| Authors: | Song, Shiyu ; Wang, Xingchun ; Zhang, Xiaowen |
| Subject: | exchange options | measure change | skew Brownian motions | Spread options | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Optionsgeschäft | Option trading | Statistische Verteilung | Statistical distribution | Korrelation | Correlation | Derivat | Derivative |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1351847X.2023.2202821 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014547897