Bivariate normal mixture spread option valuation

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Alexander, C. and Scourse, A. (2004) Bivariate normal mixture spread option valuation. Quantitative Finance, 4 (6). pp. 637-648. ISSN 1469-7696

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To link to this item DOI: 10.1080/14697680400016174

Item Type:	Article
Refereed:	Yes
Divisions:	Henley Business School > ICMA Centre
ID Code:	20563
Publisher:	Taylor & Francis

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University of Reading