Efficient option pricing on stocks paying discrete or path-dependent dividends with the stair tree (Q3650964)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Efficient option pricing on stocks paying discrete or path-dependent dividends with the stair tree |
scientific article; zbMATH DE number 5643221
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Efficient option pricing on stocks paying discrete or path-dependent dividends with the stair tree |
scientific article; zbMATH DE number 5643221 |
Statements
Efficient option pricing on stocks paying discrete or path-dependent dividends with the stair tree (English)
0 references
7 December 2009
0 references
option pricing
0 references
stair tree
0 references
dividends
0 references
0.7798514366149902
0 references
0.7680290341377258
0 references
0.765124499797821
0 references
0.7630925178527832
0 references
0.7564024925231934
0 references