An efficient method for option pricing with discrete dividend payment (Q1004745)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An efficient method for option pricing with discrete dividend payment |
scientific article |
Statements
An efficient method for option pricing with discrete dividend payment (English)
0 references
12 March 2009
0 references
Black-Scholes equation
0 references
discrete dividend
0 references
numerical solution
0 references
semidiscretization
0 references
0 references
