Pages that link to "Item:Q1004745"
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The following pages link to An efficient method for option pricing with discrete dividend payment (Q1004745):
Displaying 10 items.
- A numerical method for European option pricing with transaction costs nonlinear equation (Q969982) (← links)
- Computing option pricing models under transaction costs (Q980254) (← links)
- A robust numerical solution to a time-fractional Black-Scholes equation (Q2166825) (← links)
- Pricing of general European options on discrete dividend-paying assets with jump-diffusion dynamics (Q2306987) (← links)
- Numerical solution of modified Black-Scholes equation pricing stock options with discrete dividend (Q2426081) (← links)
- (Q3517842) (← links)
- American Options With Discrete Dividends Solved by Highly Accurate Discretizations (Q3618340) (← links)
- (Q3644616) (← links)
- An accurate approximation formula for pricing European options with discrete dividend payments (Q5234097) (← links)
- Stochastic Expansion for the Pricing of Call Options with Discrete Dividends (Q5363200) (← links)