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"Pricing and Hedging Spread Options."

René Carmona, Valdo Durrleman (2003)

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DOI: 10.1137/S0036144503424798

access: closed

type: Journal Article

metadata version: 2021-07-29

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  - journals/siamrev/CarmonaD03
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  - https://dblp.org/rec/journals/siamrev/CarmonaD03
René Carmona, Valdo Durrleman:
Pricing and Hedging Spread Options. SIAM Rev. 45(4): 627-685 (2003)

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