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THE BLACK-SCHOLES EQUATION REVISITED: ASYMPTOTIC EXPANSIONS AND SINGULAR PERTURBATIONS
Widdicks, Martin; Duck, Peter W.; Andricopoulos, Ari D.; … - In: Mathematical Finance 15 (2005) 2, pp. 373-391
Persistent link: https://www.econbiz.de/10005139683
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SINGULAR PERTURBATION TECHNIQUES APPLIED TO MULTIASSET OPTION PRICING
Duck, Peter W.; Yang, Chao; Newton, David P.; Widdicks, … - In: Mathematical Finance 19 (2009) 3, pp. 457-486
Persistent link: https://www.econbiz.de/10005023793
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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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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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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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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