The adaptive mesh model: a new approach to efficient option pricing
Author:
Publisher
Elsevier BV
Subject
Strategy and Management,Economics and Econometrics,Finance,Accounting
Reference16 articles.
1. The pricing of options and corporate liabilities;Black;Journal of Political Economy,1973
2. Bumping up against the barrier with the binomial method;Boyle;The Journal of Derivatives,1994
3. The valuation of American put options;Brennan;Journal of Finance,1977
4. American option valuation;Broadie;Review of Financial Studies,1996
5. The informational content of implied volatility;Canina;Review of Financial Studies,1993
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