Pricing options with discrete dividends by high order finite differences and grid stretching Ariel Almendral-Vazquez Cornelis Oosterlee C.W. Leentvaar Publication details Event: Computational Methods in Applied Sciences and Engineering ECCOMAS 2004 Year: 2004 Ariel Almendral Vazquez Senior Research Scientist You are here: Home Publications Scientific lecture Pricing options with discrete dividends by high order finite differences and grid stretching
