Duck, P W and Newton, D P and Widdicks, M and Yang, C (2009) Singular perturbation techniques applied to multi-asset option pricing. Mathematical Finance, 19 (3). pp. 457-486. ISSN 0960-1627
Full text not available from this repository.| Item Type: | Article |
|---|---|
| Journal or Publication Title: | Mathematical Finance |
| Subjects: | UNSPECIFIED |
| Departments: | Lancaster University Management School > Accounting & Finance |
| ID Code: | 44988 |
| Deposited By: | ep_importer_pure |
| Deposited On: | 11 Jul 2011 19:24 |
| Refereed?: | Yes |
| Published?: | Published |
| Last Modified: | 26 Jul 2012 19:10 |
| Identification Number: | |
| URI: | http://eprints.lancs.ac.uk/id/eprint/44988 |
Actions (login required)
| View Item |
