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"The pricing of basket options: A weak convergence approach."

Lijun Bo, Yongjin Wang (2017)

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DOI: 10.1016/J.ORL.2017.01.007

access: closed

type: Journal Article

metadata version: 2017-05-27

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  - https://dblp.org/rec/journals/orl/BoW17
Lijun Bo, Yongjin Wang:
The pricing of basket options: A weak convergence approach. Oper. Res. Lett. 45(2): 119-125 (2017)

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