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~isPartOf:"Journal of banking & finance"
~isPartOf:"Wiley trading series"
~person:"Caldana, Ruggero"
~subject:"Exchange option"
~subject:"Optionsgeschäft"
~subject:"Stochastic process"
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A general closed-form spread option pricing formula
Caldana, Ruggero
;
Fusai, Gianluca
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 4893-4906
Persistent link: https://www.econbiz.de/10010342187
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