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 :
بازگشت