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Jump to: Howison, S | Steinberg, M
Number of items: 1.

Howison, S

Howison, Sam and Steinberg, Mario (2005) A matched asymptotic expansions approach to continuity corrections for discretely sampled options. Part 1: barrier options. Applied Mathematical Finance . (In Press)

Steinberg, M

Howison, Sam and Steinberg, Mario (2005) A matched asymptotic expansions approach to continuity corrections for discretely sampled options. Part 1: barrier options. Applied Mathematical Finance . (In Press)

This list was generated on Wed Jun 19 05:22:14 2013 BST.
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