Research output: Contribution to Journal/Magazine › Journal article › peer-review
Research output: Contribution to Journal/Magazine › Journal article › peer-review
}
TY - JOUR
T1 - Extending quadrature methods to value multi-asset and complex path-dependent options
AU - Andricopoulos, A D
AU - Widdicks, M
AU - Newton, D P
AU - Duck, P W
PY - 2007
Y1 - 2007
M3 - Journal article
VL - 83
SP - 471
EP - 499
JO - Journal of Financial Economics
JF - Journal of Financial Economics
SN - 0304-405X
IS - 2
ER -