000 00564nam a2200181Ia 4500
008 100324s9999 xx 000 0 und d
100 _aBorovkova, Svetlana Et al.
240 _aJournal of Derivatives (Q)
245 _aClosed from approach to the valuation and hedging of basket and spread options
246 _f2007
260 _c2007
300 _bV. 14
_cIssue. 4
_a8 - 24
366 _b2007
366 _bSummer
650 _aDerivatives
653 _aBasket options;Spread options;Bachelier method;New york mercantile exchange;NYMEX;
942 _cJA
999 _c46181
_d46181