A shifted tree model for the efficient evaluation of options with fixed dividends
Year of publication: |
January 2018
|
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Authors: | Costabile, Massimo ; Massabo, Ivar ; Russo, Emilio |
Published in: |
IMA journal of management mathematics. - Oxford : Oxford Univ. Press, ISSN 1471-678X, ZDB-ID 2074812-7. - Vol. 29.2018, 1, p. 39-51
|
Subject: | fixed dividends | trinominal lattice | barrier options | Dividende | Dividend | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading |
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