Efficient quadrature and node positioning for exotic option valuation

Home > Research > Publications & Outputs > Efficient quadrature and node positioning for e...

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

Published

<mark>Journal publication date</mark>	2010
<mark>Journal</mark>	Journal of Futures Markets
Issue number	11
Volume	30
Number of pages	32
Pages (from-to)	1026-1057
Publication Status	Published
<mark>Original language</mark>	English

Research