PT  - JOURNAL ARTICLE
AU  - Moshe Arye Milevsky
AU  - Steven E. Posner
TI  - A Closed-Form Approximation for Valuing Basket Options
AID  - 10.3905/jod.1998.408005
DP  - 1998 May 31
TA  - The Journal of Derivatives
PG  - 54--61
VI  - 5
IP  - 4
4099  - https://pm-research.com/content/5/4/54.short
4100  - https://pm-research.com/content/5/4/54.full