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~isPartOf:"Journal of banking & finance"
~person:"Benth, Fred Espen"
~person:"Fusai, Gianluca"
~person:"Løchte Jørgensen, Peter"
~person:"Perrakis, Stylianos"
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Benth, Fred Espen
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Journal of banking & finance
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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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2
Pricing discretely monitored Asian options under Lévy processes
Fusai, Gianluca
;
Meucci, Attilio
- In:
Journal of banking & finance
32
(
2008
)
10
,
pp. 2076-2088
Persistent link: https://www.econbiz.de/10003778620
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