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"Efficient basket Monte Carlo option pricing via a simple analytical ..."

Ralf Korn, Serkan Zeytun (2013)

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DOI: 10.1016/J.CAM.2012.10.035

access: open

type: Journal Article

metadata version: 2021-02-16

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  - https://dblp.org/rec/journals/jcam/KornZ13
Ralf Korn, Serkan Zeytun:
Efficient basket Monte Carlo option pricing via a simple analytical approximation. J. Comput. Appl. Math. 243: 48-59 (2013)

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