General closed-form basket option pricing bounds

By Ruggero Caldana, Gianluca Fusai, Alessandro Gnoatto, Martino Grasselli. 2016

56 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/2230bb4205d40ce9d6358c27095c3cc6a8e952fe