scholarly journals Closed Form Spread Option Valuation

2006 ◽  
Author(s):  
Petter Bjerksund ◽  
Gunnar Stensland
Keyword(s):  
Closed Form ◽  
Option Valuation ◽  
Spread Option

scholarly journals Closed form spread option valuation

2011 ◽  
Vol 14 (10) ◽  
pp. 1785-1794 ◽  
Author(s):  
Petter Bjerksund ◽  
Gunnar Stensland
Keyword(s):  
Closed Form ◽  
Option Valuation ◽  
Spread Option

scholarly journals Closed-Form Approximations for Spread Option Prices and Greeks

2008 ◽  
Vol 15 (3) ◽  
pp. 58-80 ◽  
Author(s):  
Minqiang Li ◽  
Shi-Jie Deng ◽  
Jieyun Zhoc
Keyword(s):  
Closed Form ◽  
Option Prices ◽  
Spread Option
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