An accurate approximation formula for pricing European options with discrete dividend payments (Q5234097): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Changed an Item
Set OpenAlex properties.
 
(One intermediate revision by one other user not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2529911147 / rank
 
Normal rank

Latest revision as of 03:12, 20 March 2024

scientific article; zbMATH DE number 7110041
Language Label Description Also known as
English
An accurate approximation formula for pricing European options with discrete dividend payments
scientific article; zbMATH DE number 7110041

    Statements

    An accurate approximation formula for pricing European options with discrete dividend payments (English)
    0 references
    0 references
    0 references
    0 references
    25 September 2019
    0 references
    0 references
    discrete dividend
    0 references
    approximation formula
    0 references
    multi-period
    0 references
    0 references