Numerical solution of modified Black-Scholes equation pricing stock options with discrete dividend (Q2426081): Difference between revisions

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+https://doi.org/10.1016/j.mcm.2006.03.009
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+W1995835141
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@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
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+The Mathematics of Financial Derivatives
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+A new direct method for solving the Black-Scholes equation
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+Option pricing with Mellin transforms
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