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:
Journal Article
Journal or Publication Title:
Journal of Futures Markets
Uncontrolled Keywords:
/dk/atira/pure/subjectarea/aacsb/disciplinebasedresearch
Subjects:
ID Code:
44990
Deposited By:
Deposited On:
11 Jul 2011 18:24
Refereed?:
Yes
Published?:
Published
Last Modified:
15 Jan 2020 07:23