American Options With Discrete Dividends Solved by Highly Accurate Discretizations (Q3618340)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | American Options With Discrete Dividends Solved by Highly Accurate Discretizations |
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American Options With Discrete Dividends Solved by Highly Accurate Discretizations (English)
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31 March 2009
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American options
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Black-Scholes model
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4th order discretization
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stretched grid
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discrete dividend
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