Song, Shiyu - Valuation of spread options under correlated skew Brownian mo ...

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

The European Journal of Finance


   ISSN: (Print) (Online) Journal homepage: https://www.tandfonline.com/loi/rejf20


Valuation of spread options under correlated skew
Brownian motions
Shiyu Song, Xingchun Wang & Xiaowen Zhang
To cite this article: Shiyu Song, Xingchun Wang & Xiaowen Zhang (2023): Valuation of spread
options under correlated skew Brownian motions, The European Journal of Finance, DOI:
10.1080/1351847X.2023.2202821
To link to this article: https://doi.org/10.1080/1351847X.2023.2 ...

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏0 回帖

关键词：Correlated correlate Valuation Brownian Related