Efficient Pricing of Derivatives on Assets with Discrete...

Efficient Pricing of Derivatives on Assets with Discrete Dividends

Vellekoop, M. H., Nieuwenhuis, J. W.
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Volume:
13
Language:
english
Journal:
Applied Mathematical Finance
DOI:
10.1080/13504860600563077
Date:
September, 2006
File:
PDF, 539 KB
english, 2006
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