Discrete dividends and the FTSE-100 index options valuation (Q5247233)
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scientific article; zbMATH DE number 6429493
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discrete dividends and the FTSE-100 index options valuation |
scientific article; zbMATH DE number 6429493 |
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Discrete dividends and the FTSE-100 index options valuation (English)
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23 April 2015
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American options
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computational finance
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derivative pricing models
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Monte Carlo methods
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numerical methods for option pricing
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options pricing
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