Numerical solution of modified Black-Scholes equation pricing stock options with discrete dividend (Q2426081): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical solution of modified Black-Scholes equation pricing stock options with discrete dividend |
scientific article |
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Numerical solution of modified Black-Scholes equation pricing stock options with discrete dividend (English)
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17 April 2008
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modified Black-Scholes equation
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Mellin transform
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numerical quadrature
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