An efficient method for option pricing with discrete dividend payment (Q1004745)
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scientific article; zbMATH DE number 5528576
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| default for all languages | No label defined |
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| English | An efficient method for option pricing with discrete dividend payment |
scientific article; zbMATH DE number 5528576 |
Statements
An efficient method for option pricing with discrete dividend payment (English)
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12 March 2009
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Black-Scholes equation
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discrete dividend
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numerical solution
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semidiscretization
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0.90606689453125
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0.8896017074584961
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0.823797881603241
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0.7939786314964294
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