Pricing American barrier options with discrete dividends by binomial trees
| Year of publication: |
2009
|
|---|---|
| Authors: | Gaudenzi, Marcellino ; Zanette, Antonino |
| Published in: |
Decisions in Economics and Finance. - Springer, ISSN 1593-8883. - Vol. 32.2009, 2, p. 129-148
|
| Publisher: |
Springer |
| Subject: | American options | Barrier options | Tree methods | Discrete dividends | Singular points |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005015140