An accurate approximation formula for pricing European options with discrete dividend payments (Q5234097)
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scientific article; zbMATH DE number 7110041
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | An accurate approximation formula for pricing European options with discrete dividend payments |
scientific article; zbMATH DE number 7110041 |
Statements
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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0.9212686
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0.91154504
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0.8869201
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0.88291955
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0.8821236
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