Efficient Pricing of Derivatives on Assets with Discrete Dividends
Year of publication: |
2006
|
---|---|
Authors: | Vellekoop, M. H. ; Nieuwenhuis, J. W. |
Published in: |
Applied Mathematical Finance. - Taylor & Francis Journals, ISSN 1350-486X. - Vol. 13.2006, 3, p. 265-284
|
Publisher: |
Taylor & Francis Journals |
Subject: | Equity option | pricing dividends | numerical methods |
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