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Bivariate normal mixture spread option valuation

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Alexander, C. and Scourse, A. (2004) Bivariate normal mixture spread option valuation. Quantitative Finance, 4 (6). pp. 637-648. ISSN 1469-7696 doi: 10.1080/14697680400016174

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Item Type Article
URI https://reading-clone.eprints-hosting.org/id/eprint/20563
Identification Number/DOI 10.1080/14697680400016174
Refereed Yes
Divisions Henley Business School > Finance and Accounting
Publisher Taylor & Francis
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Download
Full text not archived in this repository.
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