Semi-Analytical Pricing of American Options with Hybrid Dividends via Integral Equations and the GIT Method
Year: 2026
Type: article
Source: The Journal of Derivatives
DOI: 10.3905/jod.2026.001
Author: Andrey Itkin
Institution: New York University
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: closed
OpenAlex ID: W7141648539
FWCI:
Cites:
Cited by:
Related to: