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What methods are available to calculate IV and greeks for an american option with discrete dividends, and how do they compare?

Should I use Roll-Geske-Whaley and solve for a given option price?

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This question, I think, was already answered more or less. For a start check here : quant.stackexchange.com/questions/1489/… – Matt Wolf Jun 28 '13 at 4:55

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