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Curtailing the range for lattice and grid methods

Research output: Contribution to journalJournal articlepeer-review

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Curtailing the range for lattice and grid methods. / Andricopoulos, A D; Widdicks, M; Duck, P W; Newton, D P.

In: Journal of Derivatives, Vol. 11, No. 4, 2004, p. 55-61.

Research output: Contribution to journalJournal articlepeer-review

Harvard

Andricopoulos, AD, Widdicks, M, Duck, PW & Newton, DP 2004, 'Curtailing the range for lattice and grid methods', Journal of Derivatives, vol. 11, no. 4, pp. 55-61.

APA

Andricopoulos, A. D., Widdicks, M., Duck, P. W., & Newton, D. P. (2004). Curtailing the range for lattice and grid methods. Journal of Derivatives, 11(4), 55-61.

Vancouver

Andricopoulos AD, Widdicks M, Duck PW, Newton DP. Curtailing the range for lattice and grid methods. Journal of Derivatives. 2004;11(4):55-61.

Author

Andricopoulos, A D ; Widdicks, M ; Duck, P W ; Newton, D P. / Curtailing the range for lattice and grid methods. In: Journal of Derivatives. 2004 ; Vol. 11, No. 4. pp. 55-61.

Bibtex

@article{95595b25e52d437e8088bcf51e00e6a2,
title = "Curtailing the range for lattice and grid methods",
author = "Andricopoulos, {A D} and M Widdicks and Duck, {P W} and Newton, {D P}",
year = "2004",
language = "English",
volume = "11",
pages = "55--61",
journal = "Journal of Derivatives",
issn = "1074-1240",
publisher = "Institutional Investor, Inc",
number = "4",

}

RIS

TY - JOUR

T1 - Curtailing the range for lattice and grid methods

AU - Andricopoulos, A D

AU - Widdicks, M

AU - Duck, P W

AU - Newton, D P

PY - 2004

Y1 - 2004

M3 - Journal article

VL - 11

SP - 55

EP - 61

JO - Journal of Derivatives

JF - Journal of Derivatives

SN - 1074-1240

IS - 4

ER -