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"Pricing and hedging Asian basket spread options."

Griselda Deelstra, Alexandre Petkovic, Michèle Vanmaele (2010)

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DOI: 10.1016/J.CAM.2009.11.027

access: open

type: Journal Article

metadata version: 2021-02-16

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  - journals/jcam/DeelstraPV10
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  - https://dblp.org/rec/journals/jcam/DeelstraPV10
Griselda Deelstra, Alexandre Petkovic, Michèle Vanmaele:
Pricing and hedging Asian basket spread options. J. Comput. Appl. Math. 233(11): 2814-2830 (2010)

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