The Mathematical Institute, University of Oxford, Eprints Archive

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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 Thu Aug 28 11:24:43 2014 BST.