A shifted tree model for the efficient evaluation of options with fixed dividends (Q5382738)
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scientific article; zbMATH DE number 7067561
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A shifted tree model for the efficient evaluation of options with fixed dividends |
scientific article; zbMATH DE number 7067561 |
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A shifted tree model for the efficient evaluation of options with fixed dividends (English)
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18 June 2019
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fixed dividends
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trinomial lattice
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barrier options
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