An American call on the difference of two assets-Reference-Cited by-同舟云学术

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An American call on the difference of two assets

Published:1994-01 Issue:1 Volume:3 Page:1-26
ISSN:1059-0560
Container-title:International Review of Economics & Finance
language:en
Short-container-title:International Review of Economics & Finance

Author:

Bjerksund Petter,Stensland Gunnar

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference15 articles.

1. Efficient Analytic Approximation of American Option Values;Barone-Adesi;Journal of Finance,1987

2. A Lattice Framework for Option Pricing with Two State Variables;Boyle;Journal of Financial and Quantitative Analysis,1988

3. Option Pricing Theory and Its Applications;Cox,1989

4. The Valuation of Options for Alternative Stochastic Processes;Cox;Journal of Financial Economics,1976

5. Spread the Load;Garman;Risk,1992

Cited by 6 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Commodity Spread Option with Cointegration;Asia-Pacific Financial Markets;2015-12-07

2. Analytic approximation formulae for European crack spread options;Quantitative Finance;2015-09-04

3. Commodity Spread Option with Cointegration;SSRN Electronic Journal;2014

4. Explicit Approximations of Multi-Asset Option Prices Including Greeks;SSRN Electronic Journal;2011

5. Use of Real Options in Asset Valuation;The Electricity Journal;2002-11

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