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Document type:
Zeitschriftenaufsatz
Author(s):
Hager, Corinna; Hüeber, Stefan; Wohlmuth, Barbara
Title:
Numerical techniques for the valuation of basket options and their Greeks
Journal title:
The Journal of Computational Finance
Year:
2010
Journal volume:
13
Month:
June
Journal issue:
4
Pages contribution:
3--33
Fulltext / DOI:
doi:10.21314/jcf.2010.217
Publisher:
Infopro Digital Services Limited
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