Author:
Bjerksund Petter,Stensland Gunnar
Cited by
6 articles.
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1. Exchange Option Pricing Under Variance Gamma-Like Models;Applied Mathematical Finance;2022-11-02
2. On Approximate Pricing of Spread Options via Conditional Value-at-Risk;Review of Business and Economics Studies;2021-11-22
3. References;Monte Carlo Frameworks;2015-10-17
4. Pricing Energy Spread Options;Handbook of Multi-Commodity Markets and Products;2015-02-27
5. Pricing and hedging Asian basket spread options;Journal of Computational and Applied Mathematics;2010-04