Heterogeneous basket options pricing using analytical approximations
Georges Dionne; Genevieve Gauthier; Nadia Ouertani; Nabil Tahani
| Year of publication: |
2011
|
|---|---|
| Authors: | Dionne, Georges ; Gauthier, Genevieve ; Ouertani, Nadia ; Tahani, Nabil |
| Published in: |
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society. - Camden, NJ, ISSN 1096-1879, ZDB-ID 14185507. - Vol. 15.2011, 1/2, p. 47-85
|
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009879332