A Note on the Pricing of Basket Options Using Taylor Approximations
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References listed on IDEAS
- Pablo Olivares & Matthew Cane, 2014. "Pricing Spread Options under Stochastic Correlation and Jump-Diffusion Models," Papers 1409.1175, arXiv.org.
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Cited by:
- Pablo Olivares, 2014. "Pricing of Basket Options Using Polynomial Approximations," Papers 1404.3160, arXiv.org.
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