European spread option pricing with the floating interest rate for uncertain financial market

DOI10.1155/2020/2015845zbMath1544.91341MaRDI QIDQ6534677

Li-Dong Zhang, Xiangbo Meng, Yanmei Sun

Publication date: 14 May 2021

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

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