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Efficient option pricing on stocks paying discrete or path-dependent dividends with the stair tree - MaRDI portal

Efficient option pricing on stocks paying discrete or path-dependent dividends with the stair tree (Q3650964)

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Efficient option pricing on stocks paying discrete or path-dependent dividends with the stair tree
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    Efficient option pricing on stocks paying discrete or path-dependent dividends with the stair tree (English)
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    7 December 2009
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    option pricing
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    stair tree
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    dividends
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