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~person:"Deng, Shi-jie"
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Option pricing theory
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Deng, Shi-jie
Li, Minqiang
127
Nan, Guofang
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Closed-form approximations for spread option prices and greeks
Li, Minqiang
;
Deng, Shi-jie
;
Zhou, Jieyun
- In:
The journal of derivatives : the official publication …
15
(
2008
)
3
,
pp. 58-80
Persistent link: https://www.econbiz.de/10003673361
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