http://sro.sussex.ac.uk/ http://sro.sussex.ac.uk/images/sitelogo.png http://sro.sussex.ac.uk/ Sat, 11 Nov 2023 10:18:14 +0000 Sat, 11 Nov 2023 10:18:14 +0000 en Tue, 23 Jul 2013 15:47:26 +0100 http://sro.sussex.ac.uk/id/eprint/45749/ http://sro.sussex.ac.uk/id/eprint/45749/ Alexander, Carol and Venkatramanan, Aanand (2008) Commodity options. In: Fabozzi, Frank J, Fuss, Roland and Kaiser, Dieter G (eds.) The handbook of commodity investing. Frank J Fabozzi Series . Wiley, Hoboken, New Jersey, pp. 570-595. ISBN 978-0470117644 Tue, 11 Sep 2012 11:10:57 +0100 http://sro.sussex.ac.uk/id/eprint/40631/ http://sro.sussex.ac.uk/id/eprint/40631/ Venkatramanan, Aanand and Alexander, Carol (2011) Closed form approximations for spread options. Applied Mathematical Finance, 18 (5). pp. 447-472. ISSN 1350-486X Tue, 11 Sep 2012 10:39:38 +0100 http://sro.sussex.ac.uk/id/eprint/40625/ http://sro.sussex.ac.uk/id/eprint/40625/ Alexander, Carol and Venkatramanan, Aanand (2012) Analytic approximations for multi-asset option pricing. Mathematical Finance, 22 (4). pp. 667-689. ISSN 0960-1627