%L miis258
%D 2000
%T Options on Baskets
%X 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.
%A Richard Braun
%A David A. Edwards
%A Donald French
%A Dale Larson
%A Jason Mahar
%A Todd Peterson
%A Gilberto Schleiniger
%A Fabricio Tourrucoo
%A Shangyou Zhang