The pricing of basket options: A weak convergence approach

Lijun Bo, Yongjin Wang. The pricing of basket options: A weak convergence approach. Oper. Res. Lett., 45(2):119-125, 2017. [doi]

Authors

Lijun Bo

This author has not been identified. Look up 'Lijun Bo' in Google

Yongjin Wang

This author has not been identified. Look up 'Yongjin Wang' in Google