Lancaster EPrints

Extending quadrature methods to value multi-asset and complex path-dependent options

Andricopoulos, A D and Widdicks, M and Newton, D P and Duck, P W (2007) Extending quadrature methods to value multi-asset and complex path-dependent options. Journal of Financial Economics, 83 (2). pp. 471-499. ISSN 0304-405X

Full text not available from this repository.
Item Type: Article
Journal or Publication Title: Journal of Financial Economics
Subjects:
Departments: Lancaster University Management School > Accounting & Finance
ID Code: 44926
Deposited By: ep_importer_pure
Deposited On: 11 Jul 2011 19:23
Refereed?: Yes
Published?: Published
Last Modified: 23 Nov 2017 15:19
Identification Number:
URI: http://eprints.lancs.ac.uk/id/eprint/44926

Actions (login required)

View Item