A simple efficient approximation to price basket stock options with volatility smile
Crossref DOI link: https://doi.org/10.1007/s10436-017-0292-1
Published Online: 2017-01-30
Published Print: 2017-02
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Wu, Ping
Elliott, Robert J. http://orcid.org/0000-0002-5486-6999
Funding for this research was provided by:
ARC
SSHRC
License valid from 2017-01-30