%0 Journal Article %1 journals/cor/LiW08 %A Li, Xun %A Wu, Zhenyu %D 2008 %J Comput. Oper. Res. %K dblp %N 1 %P 76-89 %T On an approximation method for pricing a high-dimensional basket option on assets with mean-reverting prices. %U http://dblp.uni-trier.de/db/journals/cor/cor35.html#LiW08 %V 35

@article{journals/cor/LiW08, added-at = {2020-02-18T00:00:00.000+0100}, author = {Li, Xun and Wu, Zhenyu}, biburl = {https://www.bibsonomy.org/bibtex/202f98563ce16c83d0dfcc0b8a45c8ea2/dblp}, ee = {https://doi.org/10.1016/j.cor.2006.02.020}, interhash = {b4ff6e5262f73d25725266d455dd3551}, intrahash = {02f98563ce16c83d0dfcc0b8a45c8ea2}, journal = {Comput. Oper. Res.}, keywords = {dblp}, number = 1, pages = {76-89}, timestamp = {2020-02-19T11:44:22.000+0100}, title = {On an approximation method for pricing a high-dimensional basket option on assets with mean-reverting prices.}, url = {http://dblp.uni-trier.de/db/journals/cor/cor35.html#LiW08}, volume = 35, year = 2008 }