Analysis of quadrature methods for pricing discrete barrier options
| Year of publication: |
2007
|
|---|---|
| Authors: | Fusai, Gianluca ; Recchioni, Maria Cristina |
| Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 31.2007, 3, p. 826-860
|
| Publisher: |
Elsevier |