Pricing of spread options on stochastically correlated underlyings
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Publication:3643087
DOI10.21314/JCF.2009.205zbMath1173.91365MaRDI QIDQ3643087
Marcos Escobar, Barbara Götz, Rudi Zagst, Luis A. Seco
Publication date: 10 November 2009
Published in: The Journal of Computational Finance (Search for Journal in Brave)
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