Standard

Empirical analysis of analytic approximation approaches for pricing and hedging spread options. / Borovkova, SA; Permana, FJ; van der Weide, JAM.

4th Actuarial and Financial Mathematics Day. ed. / M Vanmaele; A De Schepper; J Dhaene; H Reynaerts; W Schoutens; P Van Goethem. Wetteren, Belgie : Universa Press, 2006. p. 45-54.

Research output: Chapter in Book/Conference proceedings/Edited volumeConference contributionScientific

Harvard

Borovkova, SA, Permana, FJ & van der Weide, JAM 2006, Empirical analysis of analytic approximation approaches for pricing and hedging spread options. in M Vanmaele, A De Schepper, J Dhaene, H Reynaerts, W Schoutens & P Van Goethem (eds), 4th Actuarial and Financial Mathematics Day. Universa Press, Wetteren, Belgie, pp. 45-54, 4th Actuarial and Financial Mathematics Day, 10/02/06.

APA

Borovkova, SA., Permana, FJ., & van der Weide, JAM. (2006). Empirical analysis of analytic approximation approaches for pricing and hedging spread options. In M. Vanmaele, A. De Schepper, J. Dhaene, H. Reynaerts, W. Schoutens, & P. Van Goethem (Eds.), 4th Actuarial and Financial Mathematics Day (pp. 45-54). Wetteren, Belgie: Universa Press.

Vancouver

Borovkova SA, Permana FJ, van der Weide JAM. Empirical analysis of analytic approximation approaches for pricing and hedging spread options. In Vanmaele M, De Schepper A, Dhaene J, Reynaerts H, Schoutens W, Van Goethem P, editors, 4th Actuarial and Financial Mathematics Day. Wetteren, Belgie: Universa Press. 2006. p. 45-54

Author

Borovkova, SA ; Permana, FJ ; van der Weide, JAM. / Empirical analysis of analytic approximation approaches for pricing and hedging spread options. 4th Actuarial and Financial Mathematics Day. editor / M Vanmaele ; A De Schepper ; J Dhaene ; H Reynaerts ; W Schoutens ; P Van Goethem. Wetteren, Belgie : Universa Press, 2006. pp. 45-54

BibTeX

@inproceedings{8b081bb426fe4d369499b2acf12d18f9,
title = "Empirical analysis of analytic approximation approaches for pricing and hedging spread options",
keywords = "Conf.proc. > 3 pag",
author = "SA Borovkova and FJ Permana and {van der Weide}, JAM",
year = "2006",
language = "Undefined/Unknown",
publisher = "Universa Press",
pages = "45--54",
editor = "M Vanmaele and {De Schepper}, A and J Dhaene and H Reynaerts and W Schoutens and {Van Goethem}, P",
booktitle = "4th Actuarial and Financial Mathematics Day",

}

RIS

TY - GEN

T1 - Empirical analysis of analytic approximation approaches for pricing and hedging spread options

AU - Borovkova, SA

AU - Permana, FJ

AU - van der Weide, JAM

PY - 2006

Y1 - 2006

KW - Conf.proc. > 3 pag

M3 - Conference contribution

SP - 45

EP - 54

BT - 4th Actuarial and Financial Mathematics Day

A2 - Vanmaele, M

A2 - De Schepper, A

A2 - Dhaene, J

A2 - Reynaerts, H

A2 - Schoutens, W

A2 - Van Goethem, P

PB - Universa Press

CY - Wetteren, Belgie

ER -

ID: 2326924