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

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

Acta Mathematicae Applicatae Sinica(English Series) ›› 2025, Vol. 41 ›› Issue (3) : 637-665.

PDF(300 KB)
中国科学院数学与系统科学研究院期刊网
PDF(300 KB)
Acta Mathematicae Applicatae Sinica(English Series) ›› 2025, Vol. 41 ›› Issue (3) : 637-665. DOI: 10.1007/s10255-024-1094-7
ARTICLES

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
Author information +
History +

HeighLight

{{article.keyPoints_en}}

Abstract

{{article.zhaiyao_en}}

Key words

QR code of this article

Cite this article

EndNote

Ris (Procite)

Bibtex

Download Citations
{{article.zuoZheEn_L}}. {{article.title_en}}. Acta Mathematicae Applicatae Sinica(English Series), 2025, 41(3): 637-665 https://doi.org/10.1007/s10255-024-1094-7

References

Publishing order | Descend order by publishing year | Descend order by cited within

References

{{article.reference}}

Funding

RIGHTS & PERMISSIONS

{{article.copyrightStatement_en}}
{{article.copyrightLicense_en}}
PDF(300 KB)

Accesses

Citation

Detail
Sections
Recommended

/

〈 〉