Stochastic Expansion for the Pricing of Call Options with Discrete Dividends (Q5363200): Difference between revisions
From MaRDI portal
Added link to MaRDI 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 / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1080/1350486x.2011.620397 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3125375765 / rank | |||
Normal rank | |||
Latest revision as of 09:16, 30 July 2024
scientific article; zbMATH DE number 6786534
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Expansion for the Pricing of Call Options with Discrete Dividends |
scientific article; zbMATH DE number 6786534 |
Statements
Stochastic Expansion for the Pricing of Call Options with Discrete Dividends (English)
0 references
5 October 2017
0 references
equity option
0 references
discrete dividend
0 references
stochastic approximation
0 references
analytic formula
0 references
