Bivariate normal mixture spread option valuationTools Alexander, C. and Scourse, A. (2004) Bivariate normal mixture spread option valuation. Quantitative Finance, 4 (6). pp. 637-648. ISSN 1469-7696 Full text not archived in this repository. To link to this article DOI: 10.1080/14697680400016174
Deposit Details Repository Staff Only: item control page |
Tools
Tools