New Approximations for the Prices of Asian and basket Options

Many years ago, I had applied the stochastic expansion technique of Etore and Gobet to a refined proxy, in order to produce more accurate prices for vanilla options with cash dividends under the Black-Scholes model with deterministic jumps at the dividend dates. Any approximation for vanilla basket option prices can also be applied on this problem, and the sophisticated Curran geometric conditioning was found to be particularly competitive in The Pricing of Vanilla Options with Cash Dividends as