A Closed Form Approach to the Valuation and Hedging of Basket and Spread Options

S.A. Borovkova, F.J. Permana, H. v.d. Weide

Research output: Contribution to JournalArticleAcademic

Original languageEnglish
Pages (from-to)8-24
JournalJournal of Derivatives
Volume14
Issue number4
DOIs
Publication statusPublished - 2007

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