A Black-Scholes formula for option pricing with dividends (Q1920435): Difference between revisions
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| Property / cites work: Optimization Problems in the Theory of Continuous Trading / rank | |||
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Latest revision as of 14:06, 24 May 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Black-Scholes formula for option pricing with dividends |
scientific article |
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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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