@article{10.30755/NSJOM.12553, author = {Shadrack Makwena Kgomo and Farai Julius Mhlanga}, title = {On the sensitivity analysis of spread options using {Malliavin} calculus }, journal = {Novi Sad Journal of Mathematics}, pages = {131 - 153}, publisher = {mathdoc}, volume = {53}, number = {2}, year = {2023}, doi = {10.30755/NSJOM.12553}, url = {http://geodesic.mathdoc.fr/articles/10.30755/NSJOM.12553/} }