American Options With Discrete Dividends Solved by Highly Accurate Discretizations (Q3618340)
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scientific article; zbMATH DE number 5538564
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | American Options With Discrete Dividends Solved by Highly Accurate Discretizations |
scientific article; zbMATH DE number 5538564 |
Statements
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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0.9178229
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0.9085312
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0.88645643
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0.8845218
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0.88223183
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0.8821236
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0.8819299
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0.8810679
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