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.

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Acta Mathematicae Applicatae Sinica(English Series) ›› 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

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{{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

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