Research output: Contribution to Journal/Magazine › Journal article › peer-review
Research output: Contribution to Journal/Magazine › Journal article › peer-review
}
TY - JOUR
T1 - Enhancing the accuracy of pricing American/Bermudan options
AU - Duck, P W
AU - Newton, D P
AU - Widdicks, M
AU - Leung, Y
PY - 2005
Y1 - 2005
M3 - Journal article
VL - 12
SP - 34
EP - 44
JO - Journal of Derivatives
JF - Journal of Derivatives
SN - 1074-1240
IS - 4
ER -