Pricing American barrier options with discrete dividends by binomial trees (Q1037388): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1007/s10203-009-0089-4 / rank | |||
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| Property / OpenAlex ID: W2024344819 / rank | |||
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| Property / cites work: Q4793185 / rank | |||
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| Property / cites work: Option pricing: A simplified approach / rank | |||
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| Property / cites work: Q4794126 / rank | |||
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| Property / cites work: PRICING AND HEDGING AMERICAN BARRIER OPTIONS BY A MODIFIED BINOMIAL METHOD / rank | |||
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| Property / cites work: The singular points binominal method for pricing American path-dependent options / rank | |||
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| Property / cites work: Efficient Pricing of Derivatives on Assets with Discrete Dividends / rank | |||
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Latest revision as of 04:56, 2 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing American barrier options with discrete dividends by binomial trees |
scientific article |
Statements
Pricing American barrier options with discrete dividends by binomial trees (English)
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16 November 2009
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American options
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barrier options
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tree methods
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discrete dividends
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singular points
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