Extending quadrature methods to value multi-asset and complex path dependent options
| Year of publication: |
2007
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|---|---|
| Authors: | Andricopoulos, Ari D. ; Widdicks, Martin ; Newton, David P. ; Duck, Peter W. |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 1871183. - Vol. 83.2007, 2, p. 471-500
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