Numerical solution of modified Black-Scholes equation pricing stock options with discrete dividend

Rafael Company, A. L. González, Lucas Jódar. Numerical solution of modified Black-Scholes equation pricing stock options with discrete dividend. Mathematical and Computer Modelling, 44(11-12):1058-1068, 2006. [doi]

Authors

Rafael Company

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A. L. González

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Lucas Jódar

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