@article{spreadoptionpricinginacopulaaffine,
  title = {An Efficient Unified Approach for Spread Option Pricing in a Copula Market Model},
  author = {Edoardo Berton and Lorenzo Mercuri},
  year = {2021},
  eprint = {2112.11968},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2112.11968v2},
}