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subject:"Portfolio selection"
~isPartOf:"Applied mathematical finance"
~person:"Funahashi, Hideharu"
~subject:"Monte Carlo simulation"
~subject:"Option pricing theory"
~subject:"USA"
~type:"article"
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An extension of the chaos expansion approximation for the pricing of exotic basket options
Funahashi, Hideharu
;
Kijima, Masaaki
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 109-139
Persistent link: https://www.econbiz.de/10010352010
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