Pricing and hedging Asian basket spread options.

Griselda Deelstra Alexandre Petkovic Michèle Vanmaele

Published in: J. Comput. Appl. Math. (2010)

Keyphrases

option pricing
black scholes model
black scholes
stock price
decision analysis
convertible bonds
financial markets
real option
hong kong
information systems
case study
information propagation
multi agent
stock market
influence diagrams