Sharp Upper and Lower Bounds for Basket Options
type: Item
instance of: scholarly article
title: Sharp Upper and Lower Bounds for Basket Options
zbMATH Open document ID: 1138.91457
DOI: 10.1080/1350486042000325179
author: Peter Laurence
author: Tai-Ho Wang
published in: Applied Mathematical Finance
publication date: 2005-10-27T00:00:00Z
Mathematics Subject Classification ID: 91G20
zbMATH DE Number: 2218885
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1080/1350486042000325179
OpenAlex ID: W3121720857
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description: scientific article; zbMATH DE number 2218885