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by tangkm
January 14th, 2023, 1:53 pm
Forum: Numerical Methods Forum
Topic: American option pricing (multiple dividends case)
Replies: 1
Views: 5090

American option pricing (multiple dividends case)

Hi guys, I want to price an american option where the underlying stock has multiple discrete dividend payouts. Which numerical methods are commonly used in the industry? It doesn't need to be super accurate but it can't be slow. Thanks.