The pricing of basket options : a weak convergence approach
Lijun Bo, Yongjin Wang
| Year of publication: |
March 2017
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|---|---|
| Authors: | Bo, Lijun ; Wang, Yongjin |
| Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 45.2017, 2, p. 119-125
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| Subject: | Basket options | Jump diffusion | Weak convergence | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.orl.2017.01.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011687623