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Long term spread option valuation and hedging
Authors
Alexander
Arnold
+35Â more
Bates
Bessembinder
Black
Brennan
Carmona
Dempster
Dicky
Durbin
Elena Medova
Engle
Fama
Fuller
Geman
Geman
Geman
Gibson
Girma
Gregory
Hamilton
Harvey
Hilliard
Hilliard
Hull
Johansen
Ke Tang
Kirk
M.A.H. Dempster
Margrabe
Mbanefo
Neuberger
Pan
Routledge
Samuelson
Schwartz
Schwartz
Publication date
Publisher
'Elsevier BV'
Doi
Cite
Abstract
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Last time updated on 05/06/2019