Bounds on a 4-basket option on S 1 , S 2 , S 3 , S 4 with strike K ∈... | Download Scientific Diagram
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Convergence of the price of a European call basket option with d = 10,... | Download Scientific Diagram
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Convergence of the price of a European call basket option with d = 10,... | Download Scientific Diagram
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Full article: American-type basket option pricing: a simple two-dimensional partial differential equation
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