Use this identifier to quote or link this document: http://hdl.handle.net/2072/214131

On the goodness of fit of Kirk's formula for spread option prices
Jorge A. León; Elisa Alòs
Universitat Pompeu Fabra. Departament d'Economia i Empresa
2013-07-10
Spread options, Kirk's formula, Malliavin calculus, Skorohod integral.
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