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:

Journal Article

Journal or Publication Title:

Journal of Financial Economics

Uncontrolled Keywords:

/dk/atira/pure/subjectarea/asjc/2000/2003

Subjects:

?? financeeconomics and econometricsaccountingstrategy and managementdiscipline-based research ??

Departments:

Lancaster University Management School > Accounting & Finance

ID Code:

44926

Deposited By:

ep_importer_pure

Deposited On:

11 Jul 2011 18:23

Refereed?:

Yes

Published?:

Published

Last Modified:

15 Jul 2024 12:02

URI:

https://eprints.lancs.ac.uk/id/eprint/44926