Abstract
An efficient unified approach for spread option pricing in a copula market model
Published Version
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
https://doi.org/10.1007/s10479-023-05549-2
Journal: Annals of Operations Research | Publication Date: Aug 24, 2023 |
Citations: 1 |
An efficient unified approach for spread option pricing in a copula market model
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.