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Qifeng Zhong
Soochow University
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SCHOLARLY PAPERS
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Scholarly Papers (1)
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Pricing Basket Spread Option Under The Multidimensional Correlated Skew Brownian Motions: An Analytical Approximation Approach
Number of pages: 23
Posted: 09 Jan 2025
Qifeng Zhong,
Xingye Yue
and
Jing Yao
Soochow University, Soochow University and Soochow University
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Abstract:
Option Pricing, Basket Spread Option, Skew Brownian Motion, Analytical Approximation
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