Kirk Formula and Modified Kirk Formula for Spread Option Pricing in Python 

The Kirk Formula is utilized in options pricing, particularly for evaluating the value of spread options.
A notable benefit is that it circumvents the computational overhead associated with Monte Carlo simulations.
I explained how to price spread options with original Kirk formula and modified Kirk formula.
Then I compared the results from both Kirk formula with Monte Carlo simulation result.
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The Python code is uploaded into github.com/AIMLModeling/KirkFormula