Pricing American barrier options with discrete dividends by binomial trees (Q1037388)

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Pricing American barrier options with discrete dividends by binomial trees
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    title
    Pricing American barrier options with discrete dividends by binomial trees (English)
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    author
    Marcellino Gaudenzi
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    Antonino Zanette
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    publication date
    16 November 2009
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    zbMATH DE Number
    5633338
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    zbMATH Keywords
    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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