An accurate approximation formula for pricing European options with discrete dividend payments (Q5234097): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 19:33, 8 February 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
25 September 2019
0 references
discrete dividend
0 references
approximation formula
0 references
multi-period
0 references