Pricing Discrete Barrier Options with an Adaptive Mesh Model

Dong-Hyun Ahn; Stephen Figlewski; Bin Gao

doi:10.3905/jod.1999.319127

Primary Article

Pricing Discrete Barrier Options with an Adaptive Mesh Model

Dong-Hyun Ahn, Stephen Figlewski and Bin Gao

The Journal of Derivatives Summer 1999, 6 (4) 33-43; DOI: https://doi.org/10.3905/jod.1999.319127

Dong-Hyun Ahn

An assistant professor of finance at the University of North Carolina in Chapel Hill, North Carolina.

Find this author on Google Scholar
Find this author on PubMed
Search for this author on this site

Stephen Figlewski

A professor of finance at New York University Stern School of Business.

Find this author on Google Scholar
Find this author on PubMed
Search for this author on this site

Bin Gao

An assistant professor of finance at the University of North Carolina in Chapel Hill, North Carolina.

Find this author on Google Scholar
Find this author on PubMed
Search for this author on this site

Article
Info & Metrics
PDF (Subscribers Only)

PreviousNext

Explore our content to discover more relevant research

By topic
Across journals
From the experts
Monthly highlights
Special collections

In this issue

The Journal of Derivatives

Vol. 6, Issue 4

Summer 1999

Table of Contents
Index by author

Download PDF

Article Alerts

User Name *

Password *

Email *

Email Article

Thank you for your interest in spreading the word on The Journal of Derivatives.

NOTE: We only request your email address so that the person you are recommending the page to knows that you wanted them to see it, and that it is not junk mail. We do not capture any email address.

Your Email *

Your Name *

Send To *

Enter multiple addresses on separate lines or separate them with commas.

You are going to email the following Pricing Discrete Barrier Options with an Adaptive Mesh Model

Message Subject (Your Name) has sent you a message from The Journal of Derivatives

Message Body (Your Name) thought you would like to see the The Journal of Derivatives web site.

Your Personal Message

CAPTCHA

This question is for testing whether or not you are a human visitor and to prevent automated spam submissions.

Citation Tools

Pricing Discrete Barrier Options with an Adaptive Mesh Model

Dong-Hyun Ahn, Stephen Figlewski, Bin Gao

The Journal of Derivatives May 1999, 6 (4) 33-43; DOI: 10.3905/jod.1999.319127

Citation Manager Formats

BibTeX
Bookends
EasyBib
EndNote (tagged)
EndNote 8 (xml)
Medlars
Mendeley
Papers
RefWorks Tagged
Ref Manager
RIS
Zotero

Save To My Folders

User Name *

Password *

Remember my user name & password.

Pricing Discrete Barrier Options with an Adaptive Mesh Model

Dong-Hyun Ahn, Stephen Figlewski, Bin Gao

The Journal of Derivatives May 1999, 6 (4) 33-43; DOI: 10.3905/jod.1999.319127

Share This Article:

Tweet Widget Facebook Like

Jump to section

Article
Info & Metrics
PDF (Subscribers Only)
PDF (Subscribers Only)

Cited By...

Analytical Valuation of Exotic Double Barrier Options
Static Hedging and Pricing American * Knock-Out Options

Google Scholar

Main menu

User menu

Search

The Journal of Derivatives

Pricing Discrete Barrier Options with an Adaptive Mesh Model

Explore our content to discover more relevant research

In this issue

Citation Manager Formats

Similar Articles

Cited By...

More in this TOC Section

MORE FROM PMR

INFORMATION FOR

GET INVOLVED

Main menu

User menu

Search

Pricing Discrete Barrier Options with an Adaptive Mesh Model

Explore our content to discover more relevant research

In this issue

Citation Manager Formats

Jump to section

Similar Articles

Cited By...

More in this TOC Section

Stay Connected