Spread option (English Wikipedia)

Analysis of information sources in references of the Wikipedia article "Spread option" in English language version.

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arxiv.org

Choi, J (2018). "Sum of all Black–Scholes–Merton models: An efficient pricing method for spread, basket, and Asian options". Journal of Futures Markets. 38 (6): 627–644. arXiv:1805.03172. doi:10.1002/fut.21909. S2CID 59334133. SSRN 2913048.

doi.org

Choi, J (2018). "Sum of all Black–Scholes–Merton models: An efficient pricing method for spread, basket, and Asian options". Journal of Futures Markets. 38 (6): 627–644. arXiv:1805.03172. doi:10.1002/fut.21909. S2CID 59334133. SSRN 2913048.
Li, M; Deng, S-J; Zhou, J (2008). "Closed-Form Approximations for Spread Option Prices and Greeks". The Journal of Derivatives. 15 (3): 58–80. doi:10.3905/jod.2008.702506. S2CID 41872798. SSRN 952747.

global-derivatives.com

Global Derivatives: Spread option

investopedia.com

Investopedia:Spread option

pm-research.com

jod.pm-research.com

Li, M; Deng, S-J; Zhou, J (2008). "Closed-Form Approximations for Spread Option Prices and Greeks". The Journal of Derivatives. 15 (3): 58–80. doi:10.3905/jod.2008.702506. S2CID 41872798. SSRN 952747.

semanticscholar.org

api.semanticscholar.org

Choi, J (2018). "Sum of all Black–Scholes–Merton models: An efficient pricing method for spread, basket, and Asian options". Journal of Futures Markets. 38 (6): 627–644. arXiv:1805.03172. doi:10.1002/fut.21909. S2CID 59334133. SSRN 2913048.
Li, M; Deng, S-J; Zhou, J (2008). "Closed-Form Approximations for Spread Option Prices and Greeks". The Journal of Derivatives. 15 (3): 58–80. doi:10.3905/jod.2008.702506. S2CID 41872798. SSRN 952747.

ssrn.com

ssrn.com

papers.ssrn.com

Choi, J (2018). "Sum of all Black–Scholes–Merton models: An efficient pricing method for spread, basket, and Asian options". Journal of Futures Markets. 38 (6): 627–644. arXiv:1805.03172. doi:10.1002/fut.21909. S2CID 59334133. SSRN 2913048.
Li, M; Deng, S-J; Zhou, J (2008). "Closed-Form Approximations for Spread Option Prices and Greeks". The Journal of Derivatives. 15 (3): 58–80. doi:10.3905/jod.2008.702506. S2CID 41872798. SSRN 952747.

wiley.com

onlinelibrary.wiley.com

Choi, J (2018). "Sum of all Black–Scholes–Merton models: An efficient pricing method for spread, basket, and Asian options". Journal of Futures Markets. 38 (6): 627–644. arXiv:1805.03172. doi:10.1002/fut.21909. S2CID 59334133. SSRN 2913048.