Curtailing the range for lattice and grid methods

Accounting and Finance

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Published

Standard

Curtailing the range for lattice and grid methods. / Andricopoulos, A D; Widdicks, M; Duck, P W et al.
In: Journal of Derivatives, Vol. 11, No. 4, 2004, p. 55-61.

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Harvard

Andricopoulos, AD, Widdicks, M, Duck, PW & Newton, DP 2004, 'Curtailing the range for lattice and grid methods', Journal of Derivatives, vol. 11, no. 4, pp. 55-61.

APA

Andricopoulos, A. D., Widdicks, M., Duck, P. W., & Newton, D. P. (2004). Curtailing the range for lattice and grid methods. Journal of Derivatives, 11(4), 55-61.

Vancouver

Andricopoulos AD, Widdicks M, Duck PW, Newton DP. Curtailing the range for lattice and grid methods. Journal of Derivatives. 2004;11(4):55-61.

Author

Andricopoulos, A D ; Widdicks, M ; Duck, P W et al. / Curtailing the range for lattice and grid methods. In: Journal of Derivatives. 2004 ; Vol. 11, No. 4. pp. 55-61.

Bibtex

@article{95595b25e52d437e8088bcf51e00e6a2,

title = "Curtailing the range for lattice and grid methods",

author = "Andricopoulos, {A D} and M Widdicks and Duck, {P W} and Newton, {D P}",

year = "2004",

language = "English",

volume = "11",

pages = "55--61",

journal = "Journal of Derivatives",

issn = "1074-1240",

publisher = "Institutional Investor, Inc",

number = "4",

}

RIS

TY - JOUR

T1 - Curtailing the range for lattice and grid methods

AU - Andricopoulos, A D

AU - Widdicks, M

AU - Duck, P W

AU - Newton, D P

PY - 2004

Y1 - 2004

M3 - Journal article

VL - 11

SP - 55

EP - 61

JO - Journal of Derivatives

JF - Journal of Derivatives

SN - 1074-1240

IS - 4

ER -

Research