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Decisions in economics and finance : a journal of applied mathematics
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IMA journal of management mathematics
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A shifted tree model for the efficient evaluation of options with fixed dividends
Costabile, Massimo
;
Massabo, Ivar
;
Russo, Emilio
- In:
IMA journal of management mathematics
29
(
2018
)
1
,
pp. 39-51
Persistent link: https://www.econbiz.de/10011858934
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A flexible lattice framework for valuing options on assets paying discrete dividends and variable annuities embedding GMWB riders
De Angelis, Paolo
;
De Marchis, Roberto
;
Martire, Antonio L.
- In:
Decisions in economics and finance : a journal of …
45
(
2022
)
1
,
pp. 415-446
Persistent link: https://www.econbiz.de/10013380577
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