Original language | English |
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Pages (from-to) | 8-24 |
Journal | Journal of Derivatives |
Volume | 14 |
Issue number | 4 |
DOIs | |
Publication status | Published - 2007 |
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 Journal › Article › Academic