On Approximate Pricing of Spread Options via Conditional Value-at-Risk

C. Maksimov; A. Melnikov

Review of Business and Economics Studies
Review of business and economics studies

ISSN 2308-944X (Print)
ISSN 2311-0279 (Online)

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Maksimov C., Melnikov A. On Approximate Pricing of Spread Options via Conditional Value-at-Risk. Review of Business and Economics Studies. 2021;9(3):27-51. https://doi.org/10.26794/2308-944X-2021-9-3-27-51

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ISSN 2308-944X (Print)
ISSN 2311-0279 (Online)

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