Pricing Discrete Barrier Options with an Adaptive Mesh Model
| Year of publication: |
1999
|
|---|---|
| Authors: | Ahn, Dong-Hyun ; Figlewski, Stephen ; Gao, Bin |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Institutional Investor, ISSN 1074-1240, ZDB-ID 11690045. - Vol. 6.1999, 4, p. 33-44
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