Details about Bin Gao
Access statistics for papers by Bin Gao.
Last updated 2004-12-15. Update your information in the RePEc Author Service.
Short-id: pga147
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Working Papers
1998
- The Adaptive Mesh Model: A New Approach to Efficient Option Pricing
New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-
See also Journal Article The adaptive mesh model: a new approach to efficient option pricing, Journal of Financial Economics, Elsevier (1999) View citations (42) (1999)
- The Valuation of American Barrier Options Using the Decomposition Technique
New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business- View citations (1)
See also Journal Article The valuation of American barrier options using the decomposition technique, Journal of Economic Dynamics and Control, Elsevier (2000) View citations (32) (2000)
Journal Articles
2000
- The valuation of American barrier options using the decomposition technique
Journal of Economic Dynamics and Control, 2000, 24, (11-12), 1783-1827 View citations (32)
See also Working Paper The Valuation of American Barrier Options Using the Decomposition Technique, New York University, Leonard N. Stern School Finance Department Working Paper Seires (1998) View citations (1) (1998)
1999
- A Parametric Nonlinear Model of Term Structure Dynamics
The Review of Financial Studies, 1999, 12, (4), 721-62 View citations (163)
- The adaptive mesh model: a new approach to efficient option pricing
Journal of Financial Economics, 1999, 53, (3), 313-351 View citations (42)
See also Working Paper The Adaptive Mesh Model: A New Approach to Efficient Option Pricing, New York University, Leonard N. Stern School Finance Department Working Paper Seires (1998) (1998)
1995
- Price Reversal, Transaction Costs, and Arbitrage Profits in the Real Estate Securities Market
The Journal of Real Estate Finance and Economics, 1995, 11, (2), 153-65 View citations (16)
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