| Original language | English |
|---|---|
| Pages (from-to) | 8-24 |
| Journal | Journal of Derivatives |
| Volume | 14 |
| Issue number | 4 |
| DOIs | |
| Publication status | Published - 2007 |
Cite this
Borovkova, S. A., Permana, F. J., & v.d. Weide, H. (2007). A Closed Form Approach to the Valuation and Hedging of Basket and Spread Options. Journal of Derivatives, 14(4), 8-24. https://doi.org/10.3905/jod.2007.686420
@article{85cd55fe82c940e193cc049f710676f4,
title = "A Closed Form Approach to the Valuation and Hedging of Basket and Spread Options",
author = "S.A. Borovkova and F.J. Permana and {v.d. Weide}, H.",
year = "2007",
doi = "10.3905/jod.2007.686420",
language = "English",
volume = "14",
pages = "8--24",
journal = "Journal of Derivatives",
number = "4",
}
Borovkova, SA, Permana, FJ & v.d. Weide, H 2007, 'A Closed Form Approach to the Valuation and Hedging of Basket and Spread Options' Journal of Derivatives, vol. 14, no. 4, pp. 8-24. https://doi.org/10.3905/jod.2007.686420
A Closed Form Approach to the Valuation and Hedging of Basket and Spread Options. / Borovkova, S.A.; Permana, F.J.; v.d. Weide, H.
In: Journal of Derivatives, Vol. 14, No. 4, 2007, p. 8-24.Research output: Contribution to Journal › Article › Academic
TY - JOUR
T1 - A Closed Form Approach to the Valuation and Hedging of Basket and Spread Options
AU - Borovkova, S.A.
AU - Permana, F.J.
AU - v.d. Weide, H.
PY - 2007
Y1 - 2007
U2 - 10.3905/jod.2007.686420
DO - 10.3905/jod.2007.686420
M3 - Article
VL - 14
SP - 8
EP - 24
JO - Journal of Derivatives
JF - Journal of Derivatives
IS - 4
ER -
Borovkova SA, Permana FJ, v.d. Weide H. A Closed Form Approach to the Valuation and Hedging of Basket and Spread Options. Journal of Derivatives. 2007;14(4):8-24. https://doi.org/10.3905/jod.2007.686420