Items for Chen, Ding

Up a level
Export as [feed] RSS
Group by: Item Type | No Grouping
Jump to: Article
Number of items: 2.

Article

Su, Haozhe, Chen, Ding and Newton, David (2017) Option pricing via QUAD: from Black–Scholes–Merton to Heston with jumps. Journal of Derivatives, 24 (3). pp. 9-27. ISSN 1074-1240

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

This list was generated on Tue Sep 19 02:16:43 2017 BST.