Extending quadrature methods to value multi-asset and complex path-dependent options

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

Published

<mark>Journal publication date</mark>	2007
<mark>Journal</mark>	Journal of Financial Economics
Issue number	2
Volume	83
Number of pages	29
Pages (from-to)	471-499
Publication Status	Published
<mark>Original language</mark>	English

Research