Universal option pricing using quadrature

Andricopoulos, A D and Widdicks, M and Duck, P W and Newton, D P (2003) Universal option pricing using quadrature. Journal of Financial Economics, 67 (3). pp. 447-471. ISSN 0304-405X

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Item Type: Journal Article
Journal or Publication Title: Journal of Financial Economics
Uncontrolled Keywords: /dk/atira/pure/subjectarea/aacsb/disciplinebasedresearch
Departments: Lancaster University Management School > Accounting & Finance
ID Code: 44927
Deposited By: ep_importer_pure
Deposited On: 11 Jul 2011 18:23
Refereed?: Yes
Published?: Published
Last Modified: 11 Feb 2020 07:52
URI: https://eprints.lancs.ac.uk/id/eprint/44927

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