@article{paperid:1080214, author = {Taherinasab, Yasser and Soheili, Ali Reza and Amini, Mohammad}, title = {Lower Bound Approximation of nonlinear Basket Option with Jump-Diffusion}, journal = {Journal of Mathematical Modeling}, year = {2020}, volume = {9}, number = {1}, month = {December}, issn = {2345-394X}, pages = {31--44}, numpages = {13}, keywords = {Basket option; Nonlinear stochastic differential equations; Poisson process; Split Step Backward Euler method}, }