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On the enhanced convergence of standard lattice methods for option pricing

Widdicks, M and Andricopoulos, A D and Newton, D P and Duck, P W (2002) On the enhanced convergence of standard lattice methods for option pricing. Journal of Futures Markets, 22 (4). pp. 315-338. ISSN 0270-7314

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Item Type: Article
Journal or Publication Title: Journal of Futures Markets
Subjects: UNSPECIFIED
Departments: Lancaster University Management School > Accounting & Finance
ID Code: 44990
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/44990

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