TY - JOUR T1 - A Closed-Form Approximation for Valuing Basket Options JF - The Journal of Derivatives SP - 54 LP - 61 DO - 10.3905/jod.1998.408005 VL - 5 IS - 4 AU - Moshe Arye Milevsky AU - Steven E. Posner Y1 - 1998/05/31 UR - https://pm-research.com/content/5/4/54.abstract N2 - 300 Multiple ChoicesThis is a pdf-only article and there is no markup to show you.full-text.pdf ER -