A Closed-form Approximation for Valuing Spread Options
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All Author(s) ListLO Chi Fai, LAU Chun Sing, HUI C. H.
Name of Conference7th Bachelier Finance Society World Congress 2012
Country/Region of ConferenceAustralia
Proceedings Title7th Bachelier Finance Society World Congress 2012
Year2012
Month6
Place of PublicationAustralia, Sydney
LanguagesEnglish-United Kingdom

Last updated on 2018-19-01 at 01:17