Work

Multi-Asset Spread Option Pricing and Hedging

Year: 2007

Type: article

Source: Quantitative Finance

DOI: 10.1080/14697680802626323

Authors: Minqiang Li, Jieyun Zhou, Shi-Jie Deng

Institution: Georgia Institute of Technology

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1547053516

FWCI: 2.366

Cites: 15

Cited by: 53

Related to: 10