MAP20100099179 Xu, Guoping Basket options valuation for a local volatility jump-diffusion model with the asymptotic expansion method / Guoping Xu, Harry Zheng En: Insurance : mathematics and economics. - Oxford : Elsevier, 1990- = ISSN 0167-6687. - 01/12/2010 Tomo 47 Número 3 - 2010 I. Zheng, Harry .