"Pricing Basket Options by Polynomial Approximations."

Pablo Olivares, Alexander Alvarez (2016)

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DOI: 10.1155/2016/9747394

access: open

type: Journal Article

metadata version: 2020-07-16

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Pablo Olivares, Alexander Alvarez:
Pricing Basket Options by Polynomial Approximations. J. Appl. Math. 2016: 9747394:1-9747394:12 (2016)

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