American options with discrete dividends solved by highly accurate discretizations.
Conference Paper
(2006)
Author(s)
CCW Leentvaar (TU Delft - Numerical Analysis)
C. W. Oosterlee (TU Delft - Numerical Analysis)
Research Group
Numerical Analysis
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https://resolver.tudelft.nl/uuid:280f2b70-c8f6-443c-8ab0-7f728c8d147f
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Publication Year
2006
Research Group
Numerical Analysis
Pages (from-to)
427-431
ISBN (print)
3-540-28072-3
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