Essays about: "Escrowed Dividend Model"

Found 1 essay containing the words Escrowed Dividend Model.

  1. 1. State Equidistant and Time Non-Equidistant Valuation of American Call Options on Stocks With Known Dividends

    University essay from Uppsala universitet/Institutionen för informationsteknologi

    Author : Johan Venemalm; [2014]
    Keywords : Computational Finance; American Call Options; Escrowed Dividend Model; Finite Differences; Time Non-Equidistant Methods;

    Abstract : In computational finance, finite differences are a widely used tool in the valuation of standard derivative contracts. In a lower-dimensional setting, high accuracy and speed often characterize such methods, which gives them a competitive advantage against Monte Carlo methods. READ MORE