Pages that link to "Item:Q3618340"
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The following pages link to American Options With Discrete Dividends Solved by Highly Accurate Discretizations (Q3618340):
Displaying 4 items.
- An efficient method for option pricing with discrete dividend payment (Q1004745) (← links)
- Accurate and efficient pricing of vanilla stock options via the Crandall-Douglas scheme. (Q1399766) (← links)
- Fast quadrature methods for options with discrete dividends (Q1675932) (← links)
- An accurate approximation formula for pricing European options with discrete dividend payments (Q5234097) (← links)