Advancing the universality of quadrature methods to any underlying process for option pricing

Chen, Ding, Härkönen, Hannu J and Newton, David P (2014) Advancing the universality of quadrature methods to any underlying process for option pricing. Journal of Financial Economics, 114 (3). pp. 600-612. ISSN 0304-405X

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Item Type: Article
Schools and Departments: University of Sussex Business School > Business and Management
Subjects: H Social Sciences
H Social Sciences > HG Finance
H Social Sciences > HG Finance > HG4001 Finance management. Business finance. Corporation finance
Depositing User: Ding Chen
Date Deposited: 10 Sep 2014 10:42
Last Modified: 04 Mar 2021 16:45
URI: http://sro.sussex.ac.uk/id/eprint/49885

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