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"An efficient method for option pricing with discrete dividend payment."

Cristina Ballester, Rafael Company, Lucas Jódar (2008)

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DOI: 10.1016/J.CAMWA.2008.02.009

access: open

type: Journal Article

metadata version: 2024-05-07

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  - journals/cma/BallesterCJ08
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  - https://dblp.org/rec/journals/cma/BallesterCJ08
Cristina Ballester, Rafael Company, Lucas Jódar:
An efficient method for option pricing with discrete dividend payment. Comput. Math. Appl. 56(3): 822-835 (2008)

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