European basket option pricing by maximizing over a subset of lower bounds

Author： Mudzimbabwe W.   Patidar K.C.   Witbooi P.J.  

Publisher： Taylor & Francis Ltd

ISSN： 1607-3606

Source： Quaestiones Mathematicae, Vol.35, Iss.4, 2012-12, pp. : 507-520

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