Research output: Contribution to Journal/Magazine › Journal article › peer-review
Research output: Contribution to Journal/Magazine › Journal article › peer-review
}
TY - JOUR
T1 - On the enhanced convergence of standard lattice methods for option pricing
AU - Widdicks, M
AU - Andricopoulos, A D
AU - Newton, D P
AU - Duck, P W
PY - 2002
Y1 - 2002
M3 - Journal article
VL - 22
SP - 315
EP - 338
JO - Journal of Futures Markets
JF - Journal of Futures Markets
SN - 0270-7314
IS - 4
ER -