"A simple derivation of Kirk's approximation for spread options."

Chi-Fai Lo (2013)

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DOI: 10.1016/J.AML.2013.04.004

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type: Journal Article

metadata version: 2022-02-25

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Chi-Fai Lo:
A simple derivation of Kirk's approximation for spread options. Appl. Math. Lett. 26(8): 904-907 (2013)

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