Spread options, exchange options, and arithmetic Brownian motion

Journal of Futures Markets

Volumn 18, Issue 5, 1998, Pages 487-517

  Poitras, Geoffrey ^a  

^a SIMON FRASER UNIVERSITY   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0032371076     PISSN: 02707314     EISSN: None     Source Type: Journal    
DOI: 10.1002/(SICI)1096-9934(199808)18:5<487::AID-FUT1>3.0.CO;2-Z     Document Type: Article

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