The Mathematical Institute, University of Oxford, Eprints Archive

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Number of items: 2.

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 Sun Jul 5 13:15:15 2015 BST.