Approximate basket option valuation for a simplified jump process
| Year of publication: |
2007
|
|---|---|
| Authors: | Flamouris, Dimitris ; Giamouridis, Daniel |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 27.2007, 9, p. 819-838
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