Pages that link to "Item:Q3424328"
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The following pages link to Efficient Pricing of Derivatives on Assets with Discrete Dividends (Q3424328):
Displayed 8 items.
- Regularity of the American put option in the Black-Scholes model with general discrete dividends (Q444350) (← links)
- Pricing American barrier options with discrete dividends by binomial trees (Q1037388) (← links)
- Fast quadrature methods for options with discrete dividends (Q1675932) (← links)
- A flexible lattice framework for valuing options on assets paying discrete dividends and variable annuities embedding GMWB riders (Q2145706) (← links)
- Smooth and bid-offer compliant volatility surfaces under general dividend streams (Q2871432) (← links)
- Pricing barrier stock options with discrete dividends by approximating analytical formulae (Q5245897) (← links)
- PRICING OF PERPETUAL AMERICAN OPTIONS IN A MODEL WITH PARTIAL INFORMATION (Q5389107) (← links)
- Closed Formula for Options with Discrete Dividends and Its Derivatives (Q5851726) (← links)