%0 Journal Article %1 journals/ijcm/Dingec19 %A Dingeç, Kemal Dinçer %D 2019 %J Int. J. Comput. Math. %K dblp %N 12 %P 2441-2460 %T Efficient simulation of the price and the sensitivities of basket options under time-changed Brownian motions. %U http://dblp.uni-trier.de/db/journals/ijcm/ijcm96.html#Dingec19 %V 96

@article{journals/ijcm/Dingec19, added-at = {2020-04-03T00:00:00.000+0200}, author = {Dingeç, Kemal Dinçer}, biburl = {https://www.bibsonomy.org/bibtex/20d9ad3708772370c5a3d6554837f409b/dblp}, ee = {https://doi.org/10.1080/00207160.2019.1566536}, interhash = {a9209107bfb6b21ba304bbbe9c58c70d}, intrahash = {0d9ad3708772370c5a3d6554837f409b}, journal = {Int. J. Comput. Math.}, keywords = {dblp}, number = 12, pages = {2441-2460}, timestamp = {2020-04-04T11:37:28.000+0200}, title = {Efficient simulation of the price and the sensitivities of basket options under time-changed Brownian motions.}, url = {http://dblp.uni-trier.de/db/journals/ijcm/ijcm96.html#Dingec19}, volume = 96, year = 2019 }