This paper proposes solutions for pricing options on stocks which pay discrete dividends in
markets with daily price limits. We first extend the intraday density function of Guo and …

Lattice methods are often employed to price contingent claims with discrete dividends under
the lognormal diffusion, but they are inclined to suffer from large decreases in execution …

The presence of discrete dividends complicates the derivation and form of pricing formulas
even for vanilla options. Existing analytic, numerical, and theoretical approximations provide …

This thesis covers three different but interconnected topics in the field of financial
engineering. It is concerned with representations of densities of distributions of the …

In this master thesis we have examined the possibility of pricing multiple American options,
on an underlying asset with discrete dividends, with a finite difference method. We have …