Title of article
Extending quadrature methods to value multi-asset and complex path dependent options
Author/Authors
Ari D. Andricopoulos، نويسنده , , Martin Widdicks، نويسنده , , David P. Newton، نويسنده , , Peter W. Duck، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2007
Pages
29
From page
471
To page
499
Keywords
Quadrature , Option valuation , barrier options , Numerical techniques , Lookback options
Journal title
Journal of Financial Economics
Serial Year
2007
Journal title
Journal of Financial Economics
Record number
257898
Link To Document