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Multi-asset spread option pricing and hedging
Li, Minqiang
;
Zhou, Jieyun
;
Deng, Shi-Jie
- In:
Quantitative Finance
10
(
2010
)
3
,
pp. 305-324
extended Kirk approximation and the
second-order
boundary
approximation
. The latter method generalizes the results in Li et al …
Persistent link: https://www.econbiz.de/10008503055
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