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Curtailing the range for lattice and grid methods
Andricopoulos, Ari D.; Widdick, Martin; Duck, Peter W.; … - In: The journal of derivatives : the official publication … 11 (2004) 4, pp. 55-61
Persistent link: https://www.econbiz.de/10002108943
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Extending quadrature methods to value multi-asset and complex path dependent options
Andricopoulos, Ari D.; Widdicks, Martin; Newton, David P.; … - In: Journal of financial economics 83 (2007) 2, pp. 471-499
Persistent link: https://www.econbiz.de/10003425492
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Enhancing the accuracy of pricing American and Bermudan options
Duck, Peter W.; Newton, David P.; Widdicks, Martin; … - In: The journal of derivatives : the official publication … 12 (2004) 4, pp. 34-44
Persistent link: https://www.econbiz.de/10003010747
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Universal option valuation using quadrature methods
Andricopoulos, Ari D.; Widdicks, Martin; Duck, Peter W.; … - In: Journal of financial economics 67 (2003) 3, pp. 447-471
Persistent link: https://www.econbiz.de/10001739259
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Enhancing the Accuracy of Pricing American and Bermudan Options
Duck, Peter W.; Newton, David P.; Widdicks, Martin; … - In: The journal of derivatives : the official publication … 12 (2005) 4, pp. 34-44
Persistent link: https://www.econbiz.de/10005921778
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Curtailing the Range for Lattice and Grid Methods
Andricopoulos, Ari D.; Widdicks, Martin; Duck, Peter W.; … - In: The journal of derivatives : the official publication … 11 (2004) 4, pp. 55-61
Persistent link: https://www.econbiz.de/10005926804
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Corrigendum to "Universal option valuation using quadrature methods" - (Journal of Financial Economics 67 (2003) 447-471)
Andricopoulos, Ari D.; Widdicks, Martin; Duck, Peter W.; … - In: Journal of financial economics 73 (2004) 3, pp. 603-604
Persistent link: https://www.econbiz.de/10006503431
Cover Image
Universal option valuation using quadrature methods
Andricopoulos, Ari D.; Widdicks, Martin; Duck, Peter W.; … - In: Journal of financial economics 67 (2003) 3, pp. 447-472
Persistent link: https://www.econbiz.de/10006507472
Cover Image
Extending quadrature methods to value multi-asset and complex path dependent options
Andricopoulos, Ari D.; Widdicks, Martin; Newton, David P.; … - In: Journal of financial economics 83 (2007) 2, pp. 471-500
Persistent link: https://www.econbiz.de/10007596588
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Coordination and uncertainty in strategic network investment : case on the North Seas Grid
Konstantelos, Ioannis; Moreno, Rodrigo; Strbac, Goran - In: Energy economics 64 (2017), pp. 131-148
Persistent link: https://www.econbiz.de/10011758088