Efficient quadrature and node positioning for exotic option valuation

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:

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:

45686

Deposited By:

ep_importer_pure

Deposited On:

11 Jul 2011 18:36

Refereed?:

Yes

Published?:

Published

Last Modified:

16 Jul 2024 08:54

URI:

https://eprints.lancs.ac.uk/id/eprint/45686