Numerical valuation of American puts on a dividend paying asset

Authors

Song-Ping Zhu, University of WollongongFollow
Jin ZhangFollow
B Hon, City University of Hong Kong

RIS ID

18059

Publication Details

Zhu, S., Zhang, J. & Hon, B. (2006). Numerical valuation of American puts on a dividend paying asset. Financial Systems Engineering IV - Vol 9 (pp. 211-220). Hong Kong: Global-Link Publisher.