Pricing CMS Spread Options and Digital CMS Spread Options with Smile

blibel · February 29th, 2008, 4:25 pm

Hi All,can u tell me where can i find this paper on the net:Mourad Berrahoui: Pricing CMS Spread Options and Digital CMS Spread Options with Smile

Paul · February 29th, 2008, 6:41 pm

Have you ever been to a supermarket and asked for peanut butter only to have the clerk point to a shelf two feet away? Well, this paper was published in our magazine, and was released to the public a while ago. So if you go here and search the articles for "Berrahoui" you will find it.P

analyst77 · March 14th, 2011, 7:12 pm

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stampeding · March 28th, 2011, 9:26 am

In which issue of the Wilmott magazine was the article published?Regards,/Samuel S, Stockholm, Sweden