Valuation of Spread and Basket Options.

Autor: Jui-Jane Chang1, Pao-Hsien Huang2 samphhuang@nkust.edu.tw, Kun-Li Lin3, Ting-Pin Wu4
Zdroj: NTU Management Review. Apr2024, Vol. 34 Issue 1, p1-44. 44p.
Databáze: Business Source Ultimate