In this section
@article{Xu:2010:10.1016/j.insmatheco.2010.08.008,
author = {Xu, G and Zheng, H},
doi = {10.1016/j.insmatheco.2010.08.008},
journal = {INSURANCE MATHEMATICS & ECONOMICS},
pages = {415--422},
title = {Basket options valuation for a local volatility jump-diffusion model with the asymptotic expansion method},
url = {http://dx.doi.org/10.1016/j.insmatheco.2010.08.008},
volume = {47},
year = {2010}
}
TY - JOUR
AU - Xu,G
AU - Zheng,H
DO - 10.1016/j.insmatheco.2010.08.008
EP - 422
PY - 2010///
SN - 0167-6687
SP - 415
TI - Basket options valuation for a local volatility jump-diffusion model with the asymptotic expansion method
T2 - INSURANCE MATHEMATICS & ECONOMICS
UR - http://dx.doi.org/10.1016/j.insmatheco.2010.08.008
UR - https://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000284812300015&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=a2bf6146997ec60c407a63945d4e92bb
UR - http://hdl.handle.net/10044/1/18533
VL - 47
ER -
Find out more about Research in the Maths Finance Group at Imperial College