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Efficient quadrature and node positioning for exotic option valuation.

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Bibliographic Details
Title: Efficient quadrature and node positioning for exotic option valuation.
Authors: Chung, San‐Lin1 (AUTHOR), Ko, Kunyi2 (AUTHOR), Shackleton, Mark B.3 (AUTHOR) m.shackleton@lancs.ac.uk, Yeh, Chung‐Ying4 (AUTHOR)
Source: Journal of Futures Markets. Nov2010, Vol. 30 Issue 11, p1026-1057. 32p. 5 Charts, 2 Graphs.
Database: Business Source Ultimate
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Description
ISSN:02707314
DOI:10.1002/fut.20462