A Black-Scholes formula for option pricing with dividends (Q1920435): Difference between revisions
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| Property / cites work: Q3811988 / rank | |||
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| Property / cites work: Optimization Problems in the Theory of Continuous Trading / rank | |||
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| Property / cites work: Q4039796 / rank | |||
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| Property / cites work: Adapted solution of a backward stochastic differential equation / rank | |||
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| Property / cites work: Backward stochastic differential equations and applications to optimal control / rank | |||
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| Property / full work available at URL: https://doi.org/10.1007/bf02662009 / rank | |||
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Latest revision as of 11:44, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Black-Scholes formula for option pricing with dividends |
scientific article |
Statements
A Black-Scholes formula for option pricing with dividends (English)
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20 October 1996
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Black-Scholes formula
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arbitrage-free pricing
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European call options
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option pricing
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