Items where Author is "Grasselli, M."
Up a level
Group by: Type | No Grouping
Number of items: 1.
Caldana, R., Fusai, G., Gnoatto, A. & Grasselli, M. (2016). General closed-form basket option pricing bounds. Quantitative Finance, 16(4), pp. 535-554. doi: 10.1080/14697688.2015.1073854