An efficient approach for pricing spread options
Year of publication: |
1995
|
---|---|
Authors: | Pearson, Neil D. |
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. 3.1995, 1, p. 76-91
|
Subject: | Optionsgeschäft | Option trading | Black-Scholes-Modell | Black-Scholes model | Theorie | Theory |
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