The European Journal of Finance


   ISSN: (Print) (Online) Journal homepage: https://www.tandfonline.com/loi/rejf20


Valuation of spread options under correlated skew
Brownian motions
Shiyu Song, Xingchun Wang & Xiaowen Zhang
To cite this article: Shiyu Song, Xingchun Wang & Xiaowen Zhang (2023): Valuation of spread
options under correlated skew Brownian motions, The European Journal of Finance, DOI:
10.1080/1351847X.2023.2202821
To link to this article: https://doi.org/10.1080/1351847X.2023.2 ...