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
Keywords :
Adaptive Mesh , Option valuation , barrier options , Numerical valuation techniques , Lattice models
Journal title :
Journal of Financial Economics
Journal title :
Journal of Financial Economics