Closed from approach to the valuation and hedging of basket and spread options

Borovkova, Svetlana Et al.

Closed from approach to the valuation and hedging of basket and spread options 2007 - 2007 - 8 - 24 V. 14 Issue. 4


Derivatives

Basket options;Spread options;Bachelier method;New york mercantile exchange;NYMEX;

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