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Option pricing with discrete dividends using the Binomial Tree model

, 17 Jun 2007 CPOL
Pricing European and American call and put options using the binomial tree model. Handles discrete dividends paid on underlying.

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This article, along with any associated source code and files, is licensed under The Code Project Open License (CPOL)

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About the Author

Tanveer Ansari 1
Software Developer (Senior)
United States United States
Tanveer Ansari specializes in application of .NET and Java to building automated trading systems. He also builds statistical (time series and bayesian) models to predict asset prices.

He is available for technology consulting for the financial markets at info@tanveeransari.com

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