Dividend derivatives (Q4957231)
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scientific article; zbMATH DE number 7390932
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Dividend derivatives |
scientific article; zbMATH DE number 7390932 |
Statements
Dividend derivatives (English)
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3 September 2021
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dividend futures
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dividend options
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stochastic logistic diffusion
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market price of risk
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smile calibration
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0.9938287734985352
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0.7821454405784607
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0.7734469771385193
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0.7448073029518127
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0.7387533783912659
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