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

Full text not available from this repository.

Item Type:

Journal Article

Journal or Publication Title:

Journal of Futures Markets

Uncontrolled Keywords:

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

Subjects:

?? financegeneral business,management and accountingeconomics and econometricsaccountingbusiness, management and accounting(all)discipline-based research ??

Departments:

Lancaster University Management School > Accounting & Finance

ID Code:

44990

Deposited By:

ep_importer_pure

Deposited On:

11 Jul 2011 18:24

Refereed?:

Yes

Published?:

Published

Last Modified:

16 Jul 2024 08:52

URI:

https://eprints.lancs.ac.uk/id/eprint/44990