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

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journal contribution
posted on 2023-06-08, 18:15 authored by Ding Chen, Hannu J Härkönen, David P Newton
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History

Publication status

  • Published

File Version

  • Published version

Journal

Journal of Financial Economics

ISSN

0304-405X

Publisher

Elsevier

Issue

3

Volume

114

Page range

600-612

Department affiliated with

  • Business and Management Publications

Full text available

  • Yes

Peer reviewed?

  • Yes

Legacy Posted Date

2014-09-10

First Open Access (FOA) Date

2021-03-04

First Compliant Deposit (FCD) Date

2021-03-04

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