A Simple Accurate Binomial Tree for Pricing Options on Stocks with Known Dollar Dividends

Guo Shuxin; Liu Qiang

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A Simple Accurate Binomial Tree for Pricing Options on Stocks with Known Dollar Dividends

机译：具有已知美元股息的股票定价期权的简单准确二项式树

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来源
《Journal of Derivatives》 |2019年第4期|54-70|共17页
作者
Guo Shuxin; Liu Qiang;
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Southwest Jiaotong Univ, Sch Econ & Management, Finance, Chengdu, Sichuan, Peoples R China;

Southwestern Univ Finance & Econ, Sch Finance, Finance, Chengdu, Sichuan, Peoples R China;

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1. A Simple Accurate Binomial Tree for Pricing Options on Stocks with Known Dollar Dividends [J] . Guo Shuxin, Liu Qiang The journal of derivatives . 2019,第4期

机译：一种简单的准确二项式树，用于股票的定价选项，具有已知美元股利
2. Pricing American barrier options with discrete dividends by binomial trees [J] . Marcellino Gaudenzi, Antonino Zanette Decisions in economics and finance . 2009,第2期

机译：通过二项式树为离散的红利定价的美国障碍期权
3. Convergence rates of recombining trees for pricing options on stocks under GBM and regime-switching models with known cash dividends [J] . Ma Jingtang, Fan Jiacheng The North American journal of economics and finance . 2016,第jula期

机译：GBM和具有已知现金股利的政权转换模型下股票定价期权的重组树的收敛率
4. Pricing American Options on Dividend-Paying Stocks and Estimating the Greek Letters Using Leisen-Reimer Binomial Trees [C] . Nan Zhang, Kaiyu Wan, Eng Gee Lim, Grid and pervasive computing . 2013

机译：对股息支付股票的美国期权定价并使用Leisen-Reimer二项式树估计希腊字母
5. Improvement of binomial trees model and Black-Scholes model in option pricing [D] . Zhang, Hao 2014

机译：期权定价中二项式树模型和Black-Scholes模型的改进
6. Geometric Average Asian Option Pricing with Paying Dividend Yield under Non-Extensive Statistical Mechanics for Time-Varying Model [O] . Jixia Wang, Yameng Zhang 2018

机译：几何平均亚洲期权定价与超大统计力学下的股息产量计算时变模型
7. An efficient binomial approach to the pricing of options on stocks with cash dividends [O] . NARDON M., PIANCA P 2008

机译：一种有效的二项式方法，对有现金股利的股票期权进行定价

A Simple Accurate Binomial Tree for Pricing Options on Stocks with Known Dollar Dividends

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