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20082018
most citedMulti-Qubit Systems: Highly Entangled States and Entanglement Distribution

167 citations · 448 across the 10 of their papers we have counts for

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q-fin.PR2018

A Numerical Analysis of the Modified Kirk's Formula and Applications to Spread Option Pricing Approximations a numerical analysis of the modified kirk's formula and applications to spread option pricing approximations

Suren Harutyunyan, AdriÀ Masip BorrÀs

In this paper we study recent developments in the approximation of the spread option pricing. As the Kirkś Approximation is extremely flawed in the cases when the correlation is ve…