%0 Journal Article %1 Windcliff2003 %A Windcliff, H. %A Vetzal, K. R. %A Forsyth, P. A. %A Verma, A. %A Coleman, T. F. %D 2003 %J Journal of Economic Dynamics and Control %K Option pricing %N 6 %P 1133--1161 %T An object-oriented framework for valuing shout options on high-performance computer architectures %U http://www.sciencedirect.com/science/article/B6V85-45W36N7-2/1/de5a5cc65b641ab4c23ef5266dcd289c %V 27

@article{Windcliff2003, added-at = {2008-04-22T15:17:45.000+0200}, author = {Windcliff, H. and Vetzal, K. R. and Forsyth, P. A. and Verma, A. and Coleman, T. F.}, biburl = {https://www.bibsonomy.org/bibtex/2230a81b4f36fc0f67fb2f3bc91c50e83/smicha}, interhash = {280141355052b8c9833a7de35458b310}, intrahash = {230a81b4f36fc0f67fb2f3bc91c50e83}, journal = {Journal of Economic Dynamics and Control}, keywords = {Option pricing}, month = Apr, number = 6, pages = {1133--1161}, timestamp = {2008-04-22T15:34:26.000+0200}, title = {An object-oriented framework for valuing shout options on high-performance computer architectures}, url = {http://www.sciencedirect.com/science/article/B6V85-45W36N7-2/1/de5a5cc65b641ab4c23ef5266dcd289c}, volume = 27, year = 2003 }