Authors: Figlewski, S Gao, B

Citation: S. Figlewski et B. Gao, The Adaptive Mesh Model: a new approach to efficient option pricing, J FINAN EC, 53(3), 1999, pp. 313-351

Authors: Green, TC Figlewski, S

Citation: Tc. Green et S. Figlewski, Market risk and model risk for a financial institution writing options, J FINANCE, 54(4), 1999, pp. 1465-1499