Empirical analysis of analytic approximation approaches for pricing and hedging spread options
Conference Paper
(2006)
Author(s)
SA Borovkova (TU Delft - Statistics)
FJ Permana (External organisation)
J.A.M. van der Weide (TU Delft - Applied Probability)
Research Group
Statistics
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https://resolver.tudelft.nl/uuid:8b081bb4-26fe-4d36-9499-b2acf12d18f9
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Publication Year
2006
Research Group
Statistics
Pages (from-to)
45-54
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