Pricing barrier stock options with discrete dividends by approximating analytical formulae (Q5245897)
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scientific article; zbMATH DE number 6425905
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing barrier stock options with discrete dividends by approximating analytical formulae |
scientific article; zbMATH DE number 6425905 |
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Pricing barrier stock options with discrete dividends by approximating analytical formulae (English)
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16 April 2015
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barrier option
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derivative pricing
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discrete dividend
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first-passage model
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