Pricing of Spread Options on a Bivariate Jump Market and Stability to Model Risk
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Publication:4682471
DOI10.1080/1350486X.2014.948708zbMath1396.91717OpenAlexW2080678875MaRDI QIDQ4682471
Giulia Di Nunno, Asma Khedher, Maren Diane Schmeck, Fred Espen Benth
Publication date: 18 September 2018
Published in: Applied Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/1350486x.2014.948708
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