Heterogeneous Basket Options Pricing Using Analytical Approximations

Publication Type:
journal articles

Publication Year:
2011

Publication Bibliography:

Dionne, Georges, Geneviève Gauthier, Nadia Ouertani and Nabil Tahani, “Heterogeneous Basket Options Pricing Using Analytical Approximations,” Multinational Finance Journal, 2011, Vol. 15, Iss. 1/2, pp 47-85.

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Break down of publication data into fields

Publication Title:
Heterogeneous Basket Options Pricing Using Analytical Approximations

Author Name:
Tahani, N.

Co-Author Name(s):

Georges Dionne,Geneviève Gauthier and Nadia Ouertani
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Conference Title:

Report Title:

Title of Paper:
Heterogeneous Basket Options Pricing Using Analytical Approximations

Chapter Title:

Title of Journal:
Multinational Finance Journal

Title of Book:

Conference Name:

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Editor's Name (if different from Author's Name):

Volume and Issue:
2011, Vol. 15, Iss. 1/2

ISBN/Catalogue No:

Publisher:

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Page Number(s):
47-85

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