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Corrigendum to "Universal option valuation using quadrature methods": [Journal of Financial Economics 67 (2003) 447-471]

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

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  • Andricopoulos, Ari D. & Widdicks, Martin & Duck, Peter W. & Newton, David P., 2004. "Corrigendum to "Universal option valuation using quadrature methods": [Journal of Financial Economics 67 (2003) 447-471]," Journal of Financial Economics, Elsevier, vol. 73(3), pages 603-603, September.
    • Handle: RePEc:eee:jfinec:v:73:y:2004:i:3:p:603-603
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    Cited by:

    1. Haozhe Su & M. V. Tretyakov & David P. Newton, 2021. "Deep learning of transition probability densities for stochastic asset models with applications in option pricing," Papers 2105.10467, arXiv.org, revised Jul 2023.

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