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~isPartOf:"Computers & operations research : and their applications to problems of world concern ; an international journal"
~subject:"Portfolio selection"
~subject:"Theory"
~type_genre:"Article in journal"
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Computers & operations research : and their applications to problems of world concern ; an international journal
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On an approximation method for pricing a high-dimensional basket options on assets with mean-reverting prices
Li, Xun
;
Wu, Zhenyu
- In:
Computers & operations research : and their …
35
(
2008
)
1
,
pp. 76-89
Persistent link: https://www.econbiz.de/10003665818
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