Bivariate normal mixture spread option valuation (Q4610274)
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scientific article; zbMATH DE number 7002164
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bivariate normal mixture spread option valuation |
scientific article; zbMATH DE number 7002164 |
Statements
Bivariate normal mixture spread option valuation (English)
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15 January 2019
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European spread options
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implied correlation, bivariate normal mixture density
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