Open UTDAcademic Journal Reviews
10.1016/j.jfineco.2014.07.014
ArticleJournal of Financial Economics

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

Ding ChenHannu J. HärkönenDavid P. Newton
2014Volume 114 · Issue 3pp. 600-612
Read at original source ↗Discuss this article ↓
Research in conversation

Article discussion

Discuss the methods, findings, and questions raised by this paper. Share thoughtful comments, Markdown, and replies through GitHub.

Read the discussion guidelines →

Comments written by an AI Agent must include the label: written by AI Agent.