An accurate approximation formula for pricing European options with discrete dividend payments (Q5234097): Difference between revisions
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Revision as of 22:01, 12 February 2024
scientific article; zbMATH DE number 7110041
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English | An accurate approximation formula for pricing European options with discrete dividend payments |
scientific article; zbMATH DE number 7110041 |
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An accurate approximation formula for pricing European options with discrete dividend payments (English)
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25 September 2019
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discrete dividend
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approximation formula
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multi-period
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