Itô-Taylor Expansion Method of European Spread Option Pricing for Multivariate Diffusions with Jumps

Ge WANG, Yu-xuan LU, Qing ZHOU, Wei-lin XIAO

应用数学学报(英文版) ›› 2025, Vol. 41 ›› Issue (3) : 637-665.

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应用数学学报(英文版) ›› 2025, Vol. 41 ›› Issue (3) : 637-665. DOI: 10.1007/s10255-024-1094-7
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Itô-Taylor Expansion Method of European Spread Option Pricing for Multivariate Diffusions with Jumps

    Ge WANG1,2, Yu-xuan LU3, Qing ZHOU1,2, Wei-lin XIAO4
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Itô-Taylor Expansion Method of European Spread Option Pricing for Multivariate Diffusions with Jumps

    Ge WANG1,2, Yu-xuan LU3, Qing ZHOU1,2, Wei-lin XIAO4
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{{article.zuoZheCn_L}}. {{article.title_cn}}. {{journal.qiKanMingCheng_CN}}, 2025, 41(3): 637-665 https://doi.org/10.1007/s10255-024-1094-7
{{article.zuoZheEn_L}}. {{article.title_en}}. {{journal.qiKanMingCheng_EN}}, 2025, 41(3): 637-665 https://doi.org/10.1007/s10255-024-1094-7
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