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