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Extending quadrature methods to value multi-ass...
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Extending quadrature methods to value multi-asset and complex path-dependent options
Research output
:
Contribution to Journal/Magazine
›
Journal article
›
peer-review
Published
Overview
Cite this
A D Andricopoulos
M Widdicks
D P Newton
P W Duck
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<mark>Journal publication date</mark>
2007
<mark>Journal</mark>
Journal of Financial Economics
Issue number
2
Volume
83
Number of pages
29
Pages (from-to)
471-499
Publication Status
Published
<mark>Original language</mark>
English