1-s2.0-S0304405X14001615-main.pdf (607.64 kB)
Advancing the universality of quadrature methods to any underlying process for option pricing
journal contribution
posted on 2023-06-08, 18:15 authored by Ding Chen, Hannu J Härkönen, David P NewtonNo description supplied
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Publication status
- Published
File Version
- Published version
Journal
Journal of Financial EconomicsISSN
0304-405XPublisher
ElsevierExternal DOI
Issue
3Volume
114Page range
600-612Department affiliated with
- Business and Management Publications
Full text available
- Yes
Peer reviewed?
- Yes
Legacy Posted Date
2014-09-10First Open Access (FOA) Date
2021-03-04First Compliant Deposit (FCD) Date
2021-03-04Usage metrics
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