?url_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Adc&rft.relation=http%3A%2F%2Fmiis.maths.ox.ac.uk%2Fmiis%2F258%2F&rft.title=Options+on+Baskets&rft.creator=Braun%2C+Richard&rft.creator=Edwards%2C+David+A.&rft.creator=French%2C+Donald&rft.creator=Larson%2C+Dale&rft.creator=Mahar%2C+Jason&rft.creator=Peterson%2C+Todd&rft.creator=Schleiniger%2C+Gilberto&rft.creator=Tourrucoo%2C+Fabricio&rft.creator=Zhang%2C+Shangyou&rft.subject=Finance&rft.description=The+aim+is+to+devise+fast%2C+accurate+methods+to+determine+the+value+if+options+on+baskets+as+well+as+the+correct+associated+hedges.+The+method+employed+is+a+perturbation+procedure+based+on+a+small+volatility+assumption.&rft.date=2000&rft.type=Study+Group+Report&rft.type=NonPeerReviewed&rft.format=application%2Fpdf&rft.language=en&rft.identifier=http%3A%2F%2Fmiis.maths.ox.ac.uk%2Fmiis%2F258%2F1%2Fnumerix00.pdf&rft.identifier=++Braun%2C+Richard+and+Edwards%2C+David+A.+and+French%2C+Donald+and+Larson%2C+Dale+and+Mahar%2C+Jason+and+Peterson%2C+Todd+and+Schleiniger%2C+Gilberto+and+Tourrucoo%2C+Fabricio+and+Zhang%2C+Shangyou++(2000)+Options+on+Baskets.++%5BStudy+Group+Report%5D+++++