%0 Journal Article %A Gregory A. Willard %T Calculating Prices and Sensitivities for Path-Independent Derivatives Securities in Multifactor Models %D 1997 %R 10.3905/jod.1997.407982 %J The Journal of Derivatives %P 45-61 %V 5 %N 1 %U https://jod.pm-research.com/content/iijderiv/5/1/45.full.pdf