BibTeX record journals/cor/LiW08

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@article{DBLP:journals/cor/LiW08,
  author       = {Xun Li and
                  Zhenyu Wu},
  title        = {On an approximation method for pricing a high-dimensional basket option
                  on assets with mean-reverting prices},
  journal      = {Comput. Oper. Res.},
  volume       = {35},
  number       = {1},
  pages        = {76--89},
  year         = {2008},
  url          = {https://doi.org/10.1016/j.cor.2006.02.020},
  doi          = {10.1016/J.COR.2006.02.020},
  timestamp    = {Tue, 18 Feb 2020 13:55:51 +0100},
  biburl       = {https://dblp.org/rec/journals/cor/LiW08.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

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