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Semi-Analytical Pricing of American Options with Hybrid Dividends via Integral Equations and the GIT Method.

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Title: Semi-Analytical Pricing of American Options with Hybrid Dividends via Integral Equations and the GIT Method.
Authors: Itkin, Andrey1 (AUTHOR) aitkin@nyu.edu
Source: Journal of Derivatives. Summer2026, Vol. 33 Issue 4, p81-127. 47p.
Database: Business Source Ultimate
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Header DbId: bsu
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An: 194611224
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PubType: Academic Journal
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  Data: Semi-Analytical Pricing of American Options with Hybrid Dividends via Integral Equations and the GIT Method.
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  Data: <searchLink fieldCode="JN" term="%22Journal+of+Derivatives%22">Journal of Derivatives</searchLink>. Summer2026, Vol. 33 Issue 4, p81-127. 47p.
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=bsu&AN=194611224
RecordInfo BibRecord:
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      – Type: doi
        Value: 10.3905/jod.2026.001
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      – Code: eng
        Text: English
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        PageCount: 47
        StartPage: 81
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      – TitleFull: Semi-Analytical Pricing of American Options with Hybrid Dividends via Integral Equations and the GIT Method.
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              M: 06
              Text: Summer2026
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              Y: 2026
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              Value: 33
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