Closed-Form Approximations for Spread Option Prices and Greeks
Year: 2006
Type: preprint
Source: SSRN Electronic Journal
DOI: 10.2139/ssrn.952747
Authors: Minqiang Li, Shijie Deng, Jieyun Zhou
Institutions: Bloomberg (United States), Georgia Institute of Technology
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: green
OpenAlex ID: W2097577947