The pricing of basket options: a weak convergence approach (Q1728166)
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scientific article; zbMATH DE number 7027501
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The pricing of basket options: a weak convergence approach |
scientific article; zbMATH DE number 7027501 |
Statements
The pricing of basket options: a weak convergence approach (English)
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22 February 2019
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basket options
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jump diffusion
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weak convergence
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0.89880407
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0.8971223
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0.89625776
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0.8959203
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0.8949771
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