The Effect of Correlation and Transaction Costs on the Pricing of Basket Options
| Year of publication: |
2012
|
|---|---|
| Authors: | Atkinson, C. ; Ingpochai, P. |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 19.2012, 2 (1.4.), p. 131-180
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