<t>I got some articles giving a model that just decrease the dividend from the value of the stock. (As Darou says)But all the pricing formula derivation for american options that is used in Longstaff-Schwartz algorithm considers that the stock price is a geometric brownian motion without those disco...

<t>Hi everybody, I am working on the implementation of the pricing of american options on discrete-dividend-paying stocks. Specifically applying Monte carlo methods.some time ago , I have already worked on the Longstaff Schwartz method; but it is applied to american options on non-paying dividends s...