Pricing American barrier options with discrete dividends by binomial trees (Q1037388)

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scientific article; zbMATH DE number 5633338
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English
Pricing American barrier options with discrete dividends by binomial trees
scientific article; zbMATH DE number 5633338

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    Pricing American barrier options with discrete dividends by binomial trees (English)
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    16 November 2009
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    American options
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    barrier options
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    tree methods
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    discrete dividends
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    singular points
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