RT Journal Article SR Electronic T1 A Closed-Form Approximation for Valuing Basket Options JF The Journal of Derivatives FD Institutional Investor Journals SP 54 OP 61 DO 10.3905/jod.1998.408005 VO 5 IS 4 A1 Moshe Arye Milevsky A1 Steven E. Posner YR 1998 UL https://pm-research.com/content/5/4/54.abstract AB