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18.19 Adaptive mesh model This is a way of grafting a high resolution tree on to a low resolution tree o We need high resolution in the region of the tree close to the strike price and option maturity Options, Futures, and Other Derivatives, 5th edition C 2002 by John C Hull18.19 Options, Futures, and Other Derivatives, 5th edition © 2002 by John C. Hull Adaptive Mesh Model • This is a way of grafting a high resolution tree on to a low resolution tree • We need high resolution in the region of the tree close to the strike price and option maturity
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