2 papers
q-fin.PR2016
Pricing barrier options with discrete dividends
D. Jason Gibson, Aaron Wingo
The presence of discrete dividends complicates the derivation and form of pricing formulas even for vanilla options. Existing analytic, numerical, and theoretical approximations pr…
math.NT2013
A density Chinese Remainder Theorem
Jason Gibson
Given collections A and B of residue classes modulo m and n, respectively, we investigate conditions on A and B that ensure that, for at least some a in A and b in B, the linear sy…