Pricing of arithmetic basket options by conditioning
| Year of publication: |
2004
|
|---|---|
| Authors: | Deelstra, G. ; Liinev, J. ; Vanmaele, M. |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 34.2004, 1, p. 55-78
|