The adaptive mesh model: a new approach to efficient option pricing
Year of publication: |
1999
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---|---|
Authors: | Figlewski, Stephen ; Gao, Bin |
Published in: |
Journal of Financial Economics. - Elsevier, ISSN 0304-405X. - Vol. 53.1999, 3, p. 313-351
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Publisher: |
Elsevier |
Saved in:
Online Resource
Saved in favorites
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