Robustness of the Black-Scholes approach in the case of options on several assets
| Year of publication: |
2000
|
|---|---|
| Authors: | Romagnoli, Silvia ; Vargiolu, Tiziano |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 4.2000, 3, p. 325-342
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