Is the information obtained from European options on equally weighted baskets enough to determine the prices of exotic derivatives such as worst-of options?
Crossref DOI link: https://doi.org/10.1007/s11147-015-9115-6
Published Online: 2015-09-08
Published Print: 2016-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Marabel Romo, Jacinto
Text and Data Mining valid from 2015-09-08