Pages that link to "Item:Q2426081"
From MaRDI portal
The following pages link to Numerical solution of modified Black-Scholes equation pricing stock options with discrete dividend (Q2426081):
Displayed 4 items.
- Symmetry analysis of the option pricing model with dividend yield from financial markets (Q617015) (← links)
- An efficient method for option pricing with discrete dividend payment (Q1004745) (← links)
- Numerical treatment of stochastic models used in statistical systems and financial markets (Q2389518) (← links)
- Approximate ordinary differential equations for the optimal exercise boundaries of American put and call options (Q3189132) (← links)
