On an approximation method for pricing a high-dimensional basket option on assets with mean-reverting prices

On an approximation method for pricing a high-dimensional basket option on assets with mean-reverting prices

10.1016/j.cor.2006.02.020

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書目詳細資料
Main Authors:	Li, X., Wu, Z.
其他作者:	MATHEMATICS
格式:	Article
出版:	2014
主題:	Approximation Basket option High-dimensional Mean-reverting
在線閱讀:	http://scholarbank.nus.edu.sg/handle/10635/103680
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!

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