has been cited by the following article(s):
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[1]
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Pricing options on a mean-reverting asset by the analytical operator splitting method
International Journal of Financial Engineering,
2022
DOI:10.1142/S242478632150002X
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[2]
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A simple closed-form approximation for constant elasticity of variance spread options
International Journal of Financial Engineering,
2020
DOI:10.1142/S2424786320500474
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[3]
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Probabilistic approach to measuring early-warning signals of systemic contagion risk
International Journal of Financial Engineering,
2018
DOI:10.1142/S242478631850010X
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[4]
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Measuring Contagion-Induced Funding Liquidity Risk in Sovereign Debt Markets
SSRN Electronic Journal,
2015
DOI:10.2139/ssrn.2653482
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[5]
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Gas storage valuation and optimization
Journal of Natural Gas Science and Engineering,
2015
DOI:10.1016/j.jngse.2015.03.029
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[6]
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Measuring Contagion-Induced Funding Liquidity Risk in Sovereign Debt Markets
SSRN Electronic Journal,
2015
DOI:10.2139/ssrn.2653482
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[7]
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Pricing Spread Options by the Operator Splitting Method
SSRN Electronic Journal,
2014
DOI:10.2139/ssrn.2429696
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[8]
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Extended Kirk's Approximation for Three-Asset Spread Options
SSRN Electronic Journal,
2013
DOI:10.2139/ssrn.2261620
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