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Itô-Taylor Expansion Method of European Spread Option Pricing for Multivariate Diffusions with Jumps

Published Online: 2024-06-01

Published Print: 2025-07

Authors

Wang, Ge

Lu, Yu-xuan

Zhou, Qing

Xiao, Wei-lin
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Text and Data Mining valid from 2024-06-01

Version of Record valid from 2024-06-01
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Article History

Received: 17 August 2023

Accepted: 16 March 2024

First Online: 1 June 2024

Conflict of Interest

: The authors declare no conflict of interest.

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