  The paper Borovkova et al. [4] uses moment matching method to obtain closed
form formulas for spread and basket call option prices under log normal models.
In this note, we also use moment matching method to obtain semi-closed form
formulas for the price of spread options under exponential L\'evy models with
mean-variance mixture. Unlike the semi-closed form formulas in Caldana and
Fusai [5], where spread prices were expressed by using Fourier inversion
formula for general price dynamics, our formula expresses spread prices in
terms of the mixing distribution. Numerical tests show that our formulas give
accurate spread prices also
