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STORAGE OPTIONS VALUATION USING MULTILEVEL TREES AND CALENDAR SPREADS - MaRDI portal

STORAGE OPTIONS VALUATION USING MULTILEVEL TREES AND CALENDAR SPREADS

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Publication:3022105

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DOI10.1142/S0219024904002517zbMath1107.91342OpenAlexW2015981034MaRDI QIDQ3022105

Mihaela Manoliu

Publication date: 22 June 2005

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219024904002517

zbMATH Keywords

path dependence tree models calendar spread option storage option

Mathematics Subject Classification ID

Related Items (3)

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