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@ARTICLE{Bayer:754352,
      author       = {Bayer, Christian and Siebenmorgen, Markus and Tempone,
                      Raul},
      title        = {{S}moothing the payoff for efficient computation of basket
                      option prices},
      journal      = {Quantitative finance},
      volume       = {18},
      number       = {3},
      issn         = {1469-7688},
      reportid     = {RWTH-CONV-236699},
      pages        = {491-505},
      year         = {2018},
      typ          = {PUB:(DE-HGF)16},
      UT           = {WOS:000424952100010},
      doi          = {10.1080/14697688.2017.1308003},
      url          = {https://publications.rwth-aachen.de/record/754352},
}