An efficient method for option pricing with discrete dividend payment
type: Item
instance of: scholarly article
title: An efficient method for option pricing with discrete dividend payment
zbMATH Open document ID: 1155.65369
author: C. Ballester
author: R. Company
author: L. Jódar
publication date: 2009-03-12T00:00:00Z
Mathematics Subject Classification ID: 65M06
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 91G60
zbMATH DE Number: 5528576
zbMATH Keywords: Black-Scholes equation
zbMATH Keywords: discrete dividend
zbMATH Keywords: numerical solution
zbMATH Keywords: semidiscretization
MaRDI profile type: Publication
full work available at URL: j.camwa.2008.02.009
OpenAlex ID: W2027286197
cites work: The Mathematics of Financial Derivatives
cites work: Numerical solution of modified Black-Scholes equation pricing stock options with discrete dividend
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cites work: Logarithmic Norms for Matrix Pencils
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DOI: 10.1016/J.CAMWA.2008.02.009
published in: Computers & Mathematics with Applications
description: scientific article; zbMATH DE number 5528576