Work

Pricing Basket Spread Option Under the Correlated Skew Brownian Motions

Year: 2025

Type: article

Source: Applied Stochastic Models in Business and Industry

DOI: 10.1002/asmb.70040

Authors: Qifeng Zhong, Xingye Yue, Jing Yao

Institution: Soochow University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: National Natural Science Foundation of China

Awards: G5009887049, G5933003684

OpenAlex ID: W4413869046

FWCI:

Cites: 51

Cited by:

Related to: 10