OPTIONS WRITTEN ON STOCKS WITH KNOWN DIVIDENDS (Q4662052)
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scientific article; zbMATH DE number 2149546
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | OPTIONS WRITTEN ON STOCKS WITH KNOWN DIVIDENDS |
scientific article; zbMATH DE number 2149546 |
Statements
OPTIONS WRITTEN ON STOCKS WITH KNOWN DIVIDENDS (English)
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30 March 2005
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Dividend
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price ordering
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convexity
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volatility
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option
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European call options
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0.8012853860855103
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0.798328697681427
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0.7961575388908386
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