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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~isPartOf:"Working paper / Manchester Business School and Centre for Business Research"
~subject:"curtailed range method"
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curtailed range method
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The journal of derivatives : the official publication of the International Association of Financial Engineers
Working paper / Manchester Business School and Centre for Business Research
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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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