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  Approximate basket options valuation for a jump-diffusion model
 
 
Title: Approximate basket options valuation for a jump-diffusion model
Author: Xu, Guoping
Zheng, Harry
Appeared in: Insurance
Paging: Volume 45 (2009) nr. 2 pages 7 p.
Year: 2009
Contents:
Publisher: Elsevier B.V.
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

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