"Pricing Options on Scalar Diffusions: An Eigenfunction Expansion Approach."

Dmitry Davydov, Vadim Linetsky (2003)

> Home

Details and statistics

DOI: 10.1287/OPRE.51.2.185.12782

access: closed

type: Journal Article

metadata version: 2020-03-31

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/ior/DavydovL03
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/ior/DavydovL03
Dmitry Davydov, Vadim Linetsky:
Pricing Options on Scalar Diffusions: An Eigenfunction Expansion Approach. Oper. Res. 51(2): 185-209 (2003)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.