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- Title:
Numerical techniques for the valuation of basket options and their Greeks
- Document type:
- Zeitschriftenaufsatz
- Author(s):
- Hager, Corinna; Hüeber, Stefan; Wohlmuth, Barbara
- 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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