An efficient method for option pricing with discrete dividend payment-Reference-Cited by-同舟云学术

An efficient method for option pricing with discrete dividend payment

Published:2008-08 Issue:3 Volume:56 Page:822-835
ISSN:0898-1221
Container-title:Computers & Mathematics with Applications
language:en
Short-container-title:Computers & Mathematics with Applications

Author:

Ballester Cristina,Company Rafael,Jódar Lucas

Publisher

Elsevier BV

Subject

Computational Mathematics,Computational Theory and Mathematics,Modeling and Simulation

Reference12 articles.

1. The Mathematics of Financial Derivatives;Wilmot,1995

2. Numerical solution of modified Black–Scholes equation pricing stock options with discrete dividend;Company;Mathematical and Computer Modelling,2006

3. Option pricing: A simplified approach;Cox;Journal of Financial Economics,1979

4. Dividends and S&P 100 index option valuation;Harvey;Journal of Futures Markets,1992

5. Options, Futures and Other Derivatives;Hull,2006

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