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PDF] Basel II and the Risk Management of Basket Options with Time-Varying Correlations | Semantic Scholar
![PDF] Pricing Asian Options and Basket Options by Monte Carlo Methods PRICING ASIAN OPTIONS AND BASKET OPTIONS BY MONTE CARLO METHODS | Semantic Scholar PDF] Pricing Asian Options and Basket Options by Monte Carlo Methods PRICING ASIAN OPTIONS AND BASKET OPTIONS BY MONTE CARLO METHODS | Semantic Scholar](https://d3i71xaburhd42.cloudfront.net/1b22b8484896ad1e8ca524ac8963d17391406a9a/49-Figure2.1-1.png)
PDF] Pricing Asian Options and Basket Options by Monte Carlo Methods PRICING ASIAN OPTIONS AND BASKET OPTIONS BY MONTE CARLO METHODS | Semantic Scholar
GitHub - antoinefalck/option-basket-pricing: Price a basket option using a Monte Carlo estimator or the antithetic method
![PDF] Pricing Asian Options and Basket Options by Monte Carlo Methods PRICING ASIAN OPTIONS AND BASKET OPTIONS BY MONTE CARLO METHODS | Semantic Scholar PDF] Pricing Asian Options and Basket Options by Monte Carlo Methods PRICING ASIAN OPTIONS AND BASKET OPTIONS BY MONTE CARLO METHODS | Semantic Scholar](https://d3i71xaburhd42.cloudfront.net/1b22b8484896ad1e8ca524ac8963d17391406a9a/54-Figure2.2-1.png)
PDF] Pricing Asian Options and Basket Options by Monte Carlo Methods PRICING ASIAN OPTIONS AND BASKET OPTIONS BY MONTE CARLO METHODS | Semantic Scholar
![Convergence of the price of a European call basket option with d = 10,... | Download Scientific Diagram Convergence of the price of a European call basket option with d = 10,... | Download Scientific Diagram](https://www.researchgate.net/publication/49908076/figure/fig3/AS:654398908817428@1533032266478/Convergence-of-the-price-of-a-European-call-basket-option-with-d-10-r-02-T-1-S.png)