Numerical solution of Black-Scholes option pricing with variable yield discrete dividend payment (Q3534745)
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scientific article; zbMATH DE number 5361723
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| English | Numerical solution of Black-Scholes option pricing with variable yield discrete dividend payment |
scientific article; zbMATH DE number 5361723 |
Statements
4 November 2008
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Black-Scholes equation
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discrete dividends
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variable yield
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numerical solution
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semidiscretization
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0.90606689453125
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0.8745431303977966
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0.821125328540802
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0.7972468733787537
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