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Numerical valuation of American puts on a dividend paying asset

Conference Paper


Abstract


Authors


  •   Zhu , Song-Ping
  •   Zhang, Jin (external author)
  •   Hon, YC Benny (external author)

Publication Date


  • 2006

Citation


  • 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.

Ro Metadata Url


  • http://ro.uow.edu.au/infopapers/2563

Start Page


  • 211

End Page


  • 220

Place Of Publication


  • Hong Kong

Abstract


Authors


  •   Zhu , Song-Ping
  •   Zhang, Jin (external author)
  •   Hon, YC Benny (external author)

Publication Date


  • 2006

Citation


  • 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.

Ro Metadata Url


  • http://ro.uow.edu.au/infopapers/2563

Start Page


  • 211

End Page


  • 220

Place Of Publication


  • Hong Kong