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Efficient quadrature and node positioning for exotic option valuation.

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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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An: 53559627
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PubType: Academic Journal
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  Data: Efficient quadrature and node positioning for exotic option valuation.
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  Data: <searchLink fieldCode="JN" term="%22Journal+of+Futures+Markets%22">Journal of Futures Markets</searchLink>. Nov2010, Vol. 30 Issue 11, p1026-1057. 32p. 5 Charts, 2 Graphs.
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RecordInfo BibRecord:
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    Identifiers:
      – Type: doi
        Value: 10.1002/fut.20462
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      – Code: eng
        Text: English
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        PageCount: 32
        StartPage: 1026
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      – TitleFull: Efficient quadrature and node positioning for exotic option valuation.
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            NameFull: Chung, San‐Lin
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            NameFull: Ko, Kunyi
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            NameFull: Shackleton, Mark B.
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            NameFull: Yeh, Chung‐Ying
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              Text: Nov2010
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              Y: 2010
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              Value: 30
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              Value: 11
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