A closed form approach to the valuation and hedging of basket and spread options
Year of publication: |
2007
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Authors: | Borovkova, Svetlana ; Permana, Ferry J. ; Weide, Hans van der |
Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 14.2007, 4, p. 8-24
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Subject: | Optionsgeschäft | Option trading | Hedging | Optionspreistheorie | Option pricing theory | Theorie | Theory |
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