Chung, S L and Ko, K and Shackleton, M B and Yeh, C T (2010) Efficient quadrature and node positioning for exotic option valuation. Journal of Futures Markets, 30 (11). pp. 1026-1057. ISSN 0270-7314
Full text not available from this repository.| Item Type: | Article |
|---|---|
| Journal or Publication Title: | Journal of Futures Markets |
| Subjects: | UNSPECIFIED |
| Departments: | Lancaster University Management School > Accounting & Finance |
| ID Code: | 45686 |
| Deposited By: | ep_importer_pure |
| Deposited On: | 11 Jul 2011 19:36 |
| Refereed?: | Yes |
| Published?: | Published |
| Last Modified: | 26 Jul 2012 19:20 |
| Identification Number: | |
| URI: | http://eprints.lancs.ac.uk/id/eprint/45686 |
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