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Universal option pricing using quadrature

Research output: Contribution to journalJournal article

Published

Standard

Universal option pricing using quadrature. / Andricopoulos, A D; Widdicks, M; Duck, P W; Newton, D P.

In: Journal of Financial Economics, Vol. 67, No. 3, 2003, p. 447-471.

Research output: Contribution to journalJournal article

Harvard

Andricopoulos, AD, Widdicks, M, Duck, PW & Newton, DP 2003, 'Universal option pricing using quadrature', Journal of Financial Economics, vol. 67, no. 3, pp. 447-471.

APA

Andricopoulos, A. D., Widdicks, M., Duck, P. W., & Newton, D. P. (2003). Universal option pricing using quadrature. Journal of Financial Economics, 67(3), 447-471.

Vancouver

Andricopoulos AD, Widdicks M, Duck PW, Newton DP. Universal option pricing using quadrature. Journal of Financial Economics. 2003;67(3):447-471.

Author

Andricopoulos, A D ; Widdicks, M ; Duck, P W ; Newton, D P. / Universal option pricing using quadrature. In: Journal of Financial Economics. 2003 ; Vol. 67, No. 3. pp. 447-471.

Bibtex

@article{ac994d6ab9f8461eb954269e40200c90,
title = "Universal option pricing using quadrature",
author = "Andricopoulos, {A D} and M Widdicks and Duck, {P W} and Newton, {D P}",
year = "2003",
language = "English",
volume = "67",
pages = "447--471",
journal = "Journal of Financial Economics",
issn = "0304-405X",
publisher = "Elsevier",
number = "3",

}

RIS

TY - JOUR

T1 - Universal option pricing using quadrature

AU - Andricopoulos, A D

AU - Widdicks, M

AU - Duck, P W

AU - Newton, D P

PY - 2003

Y1 - 2003

M3 - Journal article

VL - 67

SP - 447

EP - 471

JO - Journal of Financial Economics

JF - Journal of Financial Economics

SN - 0304-405X

IS - 3

ER -