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Endowment warrant valuation
Hoang, Philip; Powell, John Gregory; Shi, Jing - In: The journal of derivatives : the official publication … 7 (1999) 1, pp. 79-90
Persistent link: https://www.econbiz.de/10001432475
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Fast trees for options with discrete dividends
Areal, Nelson; Rodrigues, Artur - In: The journal of derivatives : the official publication … 21 (2013) 1, pp. 49-63
Persistent link: https://www.econbiz.de/10010191935
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Range-curtailing for options with discrete dividend payments under general diffusions
Thakoor, Deeveya; Bhuruth, Muddun - In: The journal of derivatives : the official publication … 26 (2019) 4, pp. 9-34
Persistent link: https://www.econbiz.de/10012306182
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A simple accurate binomial tree for pricing options on stocks with know dollar dividends
Guo, Shuxin; Liu, Qiang - In: The journal of derivatives : the official publication … 26 (2019) 4, pp. 54-70
Persistent link: https://www.econbiz.de/10012306189
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Securitization of senior life settlements : managing extension risk
Stone, Charles A.; Zissu, Anne-Marie - In: The journal of derivatives : the official publication … 13 (2006) 3, pp. 66-72
Persistent link: https://www.econbiz.de/10003321086
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Computing risk measures of life insurance policies through the Cox-Ross-Rubinstein model
Costabile, Massimo - In: The journal of derivatives : the official publication … 26 (2018) 2, pp. 86-94
Persistent link: https://www.econbiz.de/10011968701
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Stocks paying discrete dividends : modeling and option pricing
Korn, Ralf; Rogers, Leonard C. G. - In: The journal of derivatives : the official publication … 13 (2005) 2, pp. 44-48
Persistent link: https://www.econbiz.de/10003299545
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Consistent modeling of discrete cash dividends
Bernhart, German; Mai, Jan-Frederik - In: The journal of derivatives : the official publication … 22 (2015) 3, pp. 9-19
Persistent link: https://www.econbiz.de/10011399663
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Dividend protection at a price
Brown, Christine; Davis, Kevin T. - In: The journal of derivatives : the official publication … 12 (2004) 2, pp. 62-68
Persistent link: https://www.econbiz.de/10002536257
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European option pricing with discrete stochastic dividends
Chance, Don M.; Kumar, Raman; Rich, Don R. - In: The journal of derivatives : the official publication … 9 (2002) 3, pp. 39-45
Persistent link: https://www.econbiz.de/10001708436