On the Enhanced Convergence of Standard Lattice Methods for Option Pricing

Martin Widdicks, Ari D. Andricopoulos, David Newton, Peter W. Duck

Research output: Contribution to journalArticlepeer-review

17 Citations (SciVal)

Fingerprint

Dive into the research topics of 'On the Enhanced Convergence of Standard Lattice Methods for Option Pricing'. Together they form a unique fingerprint.

Mathematics

Computer Science