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  A simple efficient approximation to price basket stock options with volatility smile
 
 
Title: A simple efficient approximation to price basket stock options with volatility smile
Author: Wu, Ping
Elliott, Robert J.
Appeared in: Annals of finance
Paging: Volume 13 (2017) nr. 1 pages 1-29
Year: 2017
Contents:
Publisher: Springer Berlin Heidelberg, Berlin/Heidelberg
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

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