Stochastic Expansion for the Pricing of Call Options with Discrete Dividends (Q5363200): Difference between revisions
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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)
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5 October 2017
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equity option
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discrete dividend
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stochastic approximation
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analytic formula
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