An Extension of the Chaos Expansion Approximation for the Pricing of Exotic Basket Options
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- Material Type
- 文書・図像類
- Author/Editor
- Funahashi, HideharuKijima, Masaaki
- Author Heading
- Publication, Distribution, etc.
- Publication Date
- 2013-04
- Publication Date (W3CDTF)
- 2013-04
- Periodical title
- KIER Discussion Paper
- No. or year of volume/issue
- 857
- Volume
- 857