An Extension of the Chaos Expansion Approximation for the...

An Extension of the Chaos Expansion Approximation for the Pricing of Exotic Basket Options

Funahashi, Hideharu, Kijima, Masaaki
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Volume:
21
Language:
english
Journal:
Applied Mathematical Finance
DOI:
10.1080/1350486x.2013.812855
Date:
March, 2014
File:
PDF, 437 KB
english, 2014
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