Making the best of best-of
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Bibliographic InfoArticle provided by Springer in its journal Review of Derivatives Research.
Volume (Year): 11 (2008)
Issue (Month): 1 (March)
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Web page: http://www.springerlink.com/link.asp?id=102989
Multiasset option; Rainbow option; Best-of option; Option on the maximum or the minimum; Dimension; Multivariate normal distribution;
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