Extending quadrature methods to value multi-asset and complex path dependent options von D. Andricopoulos, Ari, Widdicks, Martin, Newton, David P., Duck, Peter W.

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Universal option valuation using quadrature methods von Andricopoulos, Ari D., Widdicks, Martin, Duck, Peter W., Newton, David P.

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THE BLACK-SCHOLES EQUATION REVISITED: ASYMPTOTIC EXPANSIONS AND SINGULAR PERTURBATIONS von Widdicks, Martin, Duck, Peter W., Andricopoulos, Ari D., Newton, David P.

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On the enhanced convergence of standard lattice methods for option pricing von Widdicks, Martin, Andricopoulos, Ari D., Newton, David P., Duck, Peter W.

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Corrigendum to “Universal option valuation using quadrature methods”: [Journal of Financial Economics 67 (2003) 447–471] von Andricopoulos, Ari D, Widdicks, Martin, Duck, Peter W, Newton, David P

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