Basket option (English Wikipedia)

Analysis of information sources in references of the Wikipedia article "Basket option" in English language version.

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2web.archive.org

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2semanticscholar.org

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1thefinancialengineer.org

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1frankfurt-school.de

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1globalvolatilitysummit.com

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arxiv.org

Choi, J (2018). "Sum of all Black–Scholes–Merton models: An efficient pricing method for spread, basket, and Asian options". Journal of Futures Markets. 38 (6): 627–644. arXiv:1805.03172. doi:10.1002/fut.21909. S2CID 59334133. SSRN 2913048.

berkeley.edu

haas.berkeley.edu

Rubinstein, Mark. "Exotic options." No. RPF-220. University of California at Berkeley, 1991. URL:http://www.haas.berkeley.edu/groups/finance/WP/rpf220.pdf Archived 2015-09-24 at the Wayback Machine

doi.org

Alexander, C; Venkatramanan, A (2012). "Analytic Approximations for Multi-Asset Option Pricing". Mathematical Finance. 22 (4): 667–689. doi:10.1111/j.1467-9965.2011.00481.x. S2CID 73546649. SSRN 1424985.
Choi, J (2018). "Sum of all Black–Scholes–Merton models: An efficient pricing method for spread, basket, and Asian options". Journal of Futures Markets. 38 (6): 627–644. arXiv:1805.03172. doi:10.1002/fut.21909. S2CID 59334133. SSRN 2913048.

frankfurt-school.de

Hakala, Jürgen; Wystup, Uwe (2008). "FX Basket Options". Frankfurt School of Finance & Management. p. 4. Archived from the original (pdf) on 20 December 2016. Retrieved 14 December 2016.

globalvolatilitysummit.com

"Volatility Trading" (PDF). p. 81. Retrieved 27 September 2021.

semanticscholar.org

api.semanticscholar.org

Alexander, C; Venkatramanan, A (2012). "Analytic Approximations for Multi-Asset Option Pricing". Mathematical Finance. 22 (4): 667–689. doi:10.1111/j.1467-9965.2011.00481.x. S2CID 73546649. SSRN 1424985.
Choi, J (2018). "Sum of all Black–Scholes–Merton models: An efficient pricing method for spread, basket, and Asian options". Journal of Futures Markets. 38 (6): 627–644. arXiv:1805.03172. doi:10.1002/fut.21909. S2CID 59334133. SSRN 2913048.

ssrn.com

papers.ssrn.com

Alexander, C; Venkatramanan, A (2012). "Analytic Approximations for Multi-Asset Option Pricing". Mathematical Finance. 22 (4): 667–689. doi:10.1111/j.1467-9965.2011.00481.x. S2CID 73546649. SSRN 1424985.
Choi, J (2018). "Sum of all Black–Scholes–Merton models: An efficient pricing method for spread, basket, and Asian options". Journal of Futures Markets. 38 (6): 627–644. arXiv:1805.03172. doi:10.1002/fut.21909. S2CID 59334133. SSRN 2913048.

thefinancialengineer.org

"Basket option". The Financial Engineer. 2014. Retrieved 14 December 2016.

web.archive.org

Hakala, Jürgen; Wystup, Uwe (2008). "FX Basket Options". Frankfurt School of Finance & Management. p. 4. Archived from the original (pdf) on 20 December 2016. Retrieved 14 December 2016.
Rubinstein, Mark. "Exotic options." No. RPF-220. University of California at Berkeley, 1991. URL:http://www.haas.berkeley.edu/groups/finance/WP/rpf220.pdf Archived 2015-09-24 at the Wayback Machine

wiley.com

onlinelibrary.wiley.com

Alexander, C; Venkatramanan, A (2012). "Analytic Approximations for Multi-Asset Option Pricing". Mathematical Finance. 22 (4): 667–689. doi:10.1111/j.1467-9965.2011.00481.x. S2CID 73546649. SSRN 1424985.
Choi, J (2018). "Sum of all Black–Scholes–Merton models: An efficient pricing method for spread, basket, and Asian options". Journal of Futures Markets. 38 (6): 627–644. arXiv:1805.03172. doi:10.1002/fut.21909. S2CID 59334133. SSRN 2913048.