Pricing Vulnerable Basket-Spread Options in Multivariate Variance Gamma Models
Year: 2026
Type: article
Source: The Journal of Derivatives
DOI: 10.3905/jod.2026.005
Authors: Xianda Qian, Qin Wang, Xingchun Wang
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: closed
OpenAlex ID: W7154572068
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