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Itô-Taylor Expansion Method of European Spread Option Pr... | ResearchHub
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Itô-Taylor Expansion Method of European Spread Option Pricing for Multivariate Diffusions with Jumps
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Authors
Ge Wang
3 more
Ge Wang
•
Yuxuan Lu
1 more
•
Weilin Xiao
Published
June 1, 2024
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Journal
Acta Mathematicae Applicatae Sinica English Series
Topics
Mathematics
Finance
Econometrics
Asymptotic Expansion
Multivariate Statistics
Show all topics
DOI
10.1007/s10255-024-1094-7
