Narrow search
Showing 1 - 6 of 6
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. 471-499
Persistent link: https://www.econbiz.de/10003425492
Cover Image
Advancing the universality of quadrature methods to any underlying process for option pricing
Chen, Ding; Härkönen, Hannu J.; Newton, David P. - In: Journal of financial economics 114 (2014) 3, pp. 600-612
Persistent link: https://www.econbiz.de/10010532686
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. 447-471
Persistent link: https://www.econbiz.de/10001739259
Cover Image
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