Title of article
The adaptive mesh model: a new approach to efficient option pricing
Author/Authors
Stephen Figlewski، نويسنده , , Qing-Bin Gao، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1999
Pages
39
From page
313
To page
351
Keywords
Adaptive Mesh , Option valuation , barrier options , Numerical valuation techniques , Lattice models
Journal title
Journal of Financial Economics
Serial Year
1999
Journal title
Journal of Financial Economics
Record number
257386
Link To Document