@article{pricingbasketoptionswiththefirstthree, title = {Pricing basket options with the first three moments of the basket: log-normal models and beyond}, author = {Dongdong Hu and Hasanjan Sayit and Frederi Viens}, year = {2023}, eprint = {2302.08041}, archivePrefix = {arXiv}, url = {https://arxiv.org/abs/2302.08041v2}, }