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;
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;