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, (3): 637 -665 . DOI: 10.1007/s10255-024-1094-7