Lijun Bo, Yongjin Wang. The pricing of basket options: A weak convergence approach. Oper. Res. Lett., 45(2):119-125, 2017. [doi]
@article{BoW17,
title = {The pricing of basket options: A weak convergence approach},
author = {Lijun Bo and Yongjin Wang},
year = {2017},
doi = {10.1016/j.orl.2017.01.007},
url = {http://dx.doi.org/10.1016/j.orl.2017.01.007},
researchr = {https://researchr.org/publication/BoW17},
cites = {0},
citedby = {0},
journal = {Oper. Res. Lett.},
volume = {45},
number = {2},
pages = {119-125},
}