Pricing of arithmetic basket options by conditioning

Insurance: Mathematics and Economics 2004 Vol. 34; Iss. 1

Pricing of arithmetic basket options by conditioning

G. Deelstra, J. Liinev, M. Vanmaele
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Volume:
34
Year:
2004
Language:
english
Pages:
23
DOI:
10.1016/j.insmatheco.2003.11.002
File:
PDF, 215 KB
english, 2004
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