Pricing American barrier options with discrete dividends by binomial trees
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Publication:1037388
DOI10.1007/s10203-009-0089-4zbMath1176.91153MaRDI QIDQ1037388
Marcellino Gaudenzi, Antonino Zanette
Publication date: 16 November 2009
Published in: Decisions in Economics and Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10203-009-0089-4
91G60: Numerical methods (including Monte Carlo methods)
91G20: Derivative securities (option pricing, hedging, etc.)
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