On the enhanced convergence of standard lattice methods for option pricing

Accounting and Finance

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Published

Standard

On the enhanced convergence of standard lattice methods for option pricing. / Widdicks, M; Andricopoulos, A D; Newton, D P et al.
In: Journal of Futures Markets, Vol. 22, No. 4, 2002, p. 315-338.

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Harvard

Widdicks, M, Andricopoulos, AD, Newton, DP & Duck, PW 2002, 'On the enhanced convergence of standard lattice methods for option pricing', Journal of Futures Markets, vol. 22, no. 4, pp. 315-338.

APA

Widdicks, M., Andricopoulos, A. D., Newton, D. P., & Duck, P. W. (2002). On the enhanced convergence of standard lattice methods for option pricing. Journal of Futures Markets, 22(4), 315-338.

Vancouver

Widdicks M, Andricopoulos AD, Newton DP, Duck PW. On the enhanced convergence of standard lattice methods for option pricing. Journal of Futures Markets. 2002;22(4):315-338.

Author

Widdicks, M ; Andricopoulos, A D ; Newton, D P et al. / On the enhanced convergence of standard lattice methods for option pricing. In: Journal of Futures Markets. 2002 ; Vol. 22, No. 4. pp. 315-338.

Bibtex

@article{a1967a31b1994514b1ef13d7d7a97ee0,

title = "On the enhanced convergence of standard lattice methods for option pricing",

author = "M Widdicks and Andricopoulos, {A D} and Newton, {D P} and Duck, {P W}",

year = "2002",

language = "English",

volume = "22",

pages = "315--338",

journal = "Journal of Futures Markets",

issn = "0270-7314",

publisher = "Wiley-Liss Inc.",

number = "4",

}

RIS

TY - JOUR

T1 - On the enhanced convergence of standard lattice methods for option pricing

AU - Widdicks, M

AU - Andricopoulos, A D

AU - Newton, D P

AU - Duck, P W

PY - 2002

Y1 - 2002

M3 - Journal article

VL - 22

SP - 315

EP - 338

JO - Journal of Futures Markets

JF - Journal of Futures Markets

SN - 0270-7314

IS - 4

ER -

Research