Efficient Pricing of Derivatives on Assets with Discrete Dividends (Q3424328)
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scientific article; zbMATH DE number 5127628
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| English | Efficient Pricing of Derivatives on Assets with Discrete Dividends |
scientific article; zbMATH DE number 5127628 |
Statements
Efficient Pricing of Derivatives on Assets with Discrete Dividends (English)
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15 February 2007
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equity option
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pricing dividends
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numerical methods
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0.8053056001663208
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0.7823598384857178
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0.7819038033485413
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0.7805119752883911
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0.7745878100395203
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