On the Enhanced Convergence of Standard Lattice Methods for Option Pricing

Journal of Futures Markets

Volumn 22, Issue 4, 2002, Pages 315-338

  Widdicks, Martin ^b   Andricopoulos, Ari D ^b   Newton, David P ^a   Duck, Peter W ^b  

^a UNIVERSITY OF MANCHESTER   (United Kingdom)

^b UNIVERSITY OF MANCHESTER   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0036109870     PISSN: 02707314     EISSN: None     Source Type: Journal    
DOI: 10.1002/fut.10010     Document Type: Article

References (17)

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