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Efficient quadrature and node positioning for e...
Research
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Accounting and Finance
Associated organisational unit
Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy
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Efficient quadrature and node positioning for exotic option valuation
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Contribution to Journal/Magazine
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Journal article
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peer-review
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Overview
Cite this
S L Chung
K Ko
M B Shackleton
C T Yeh
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<mark>Journal publication date</mark>
2010
<mark>Journal</mark>
Journal of Futures Markets
Issue number
11
Volume
30
Number of pages
32
Pages (from-to)
1026-1057
Publication Status
Published
<mark>Original language</mark>
English