Li, X., Wu, Z., & MATHEMATICS. (2014). On an approximation method for pricing a high-dimensional basket option on assets with mean-reverting prices.
Chicago Style CitationLi, X., Z. Wu, and MATHEMATICS. On an Approximation Method for Pricing a High-dimensional Basket Option On Assets With Mean-reverting Prices. 2014.
MLA CitationLi, X., Z. Wu, and MATHEMATICS. On an Approximation Method for Pricing a High-dimensional Basket Option On Assets With Mean-reverting Prices. 2014.
Warning: These citations may not always be 100% accurate.