英文标题：
《Pricing barrier options with discrete dividends》
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作者：
D. Jason Gibson, Aaron Wingo
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最新提交年份：
2016
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英文摘要：
The presence of discrete dividends complicates the derivation and form of pricing formulas even for vanilla options. Existing analytic, numerical, and theoretical approximations provide results of varying quality and performance. Here, we compare the analytic approach, developed and effective for European puts and calls, of Buryak and Guo with the formulas, designed in the context of barrier option pricing, of Dai and Chiu.
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中文摘要：
离散股息的存在使定价公式的推导和形式变得复杂，即使是普通期权。现有的分析、数值和理论近似提供了不同质量和性能的结果。在这里，我们将Buryak和Guo针对欧洲看跌期权和看涨期权开发并有效的分析方法与Dai和Chiu在障碍期权定价背景下设计的公式进行比较。
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分类信息：

一级分类：Quantitative Finance 数量金融学
二级分类：Pricing of Securities 证券定价
分类描述：Valuation and hedging of financial securities, their derivatives, and structured products
金融证券及其衍生产品和结构化产品的估值和套期保值
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