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Output details

19 - Business and Management Studies

University of Sussex

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Output 11 of 139 in the submission
Article title

Analytic approximations for multi-asset option pricing

Type
D - Journal article
Title of journal
Mathematical Finance
Article number
-
Volume number
22
Issue number
4
First page of article
667
ISSN of journal
0960-1627
Year of publication
2012
Number of additional authors
1
Additional information
-
Interdisciplinary
-
Cross-referral requested
-
Research group
None
Proposed double-weighted
No
Double-weighted statement
-
Reserve for a double-weighted output
No
Non-English
No
English abstract
-