Geneviève Gauthier

HEC Montreal

3000, Chemin de la Côte-Sainte-Catherine

Montreal, Quebec H2X 2L3

Canada

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The Performance of Analytical Approximations for the Computation of Asian Quanto-Basket Option Prices

Multinational Finance Journal, Vol. 7, No. 1/2, p. 55-82, 2003

Number of pages: 27 Posted: 07 Jul 2015

Jean-Yves Datey, Geneviève Gauthier and Jean-Guy Simonato

Commission scolaire de Montréal (CSDM), HEC Montreal and HEC Montréal

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