Home > Research > Publications & Outputs > Efficient quadrature and node positioning for e...
View graph of relations

Efficient quadrature and node positioning for exotic option valuation

Research output: Contribution to journalJournal article

Published
Close
<mark>Journal publication date</mark>2010
<mark>Journal</mark>Journal of Futures Markets
Issue number11
Volume30
Number of pages32
Pages (from-to)1026-1057
Publication statusPublished
Original languageEnglish