View in EDS HTML Full Text PDF Full Text

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

Saved in:
Bibliographic Details
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
Full text is not displayed to guests.
Be the first to leave a comment!
You must be logged in first