A Markov-modulated model for stocks paying discrete dividends (Q659087)
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scientific article; zbMATH DE number 6004613
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A Markov-modulated model for stocks paying discrete dividends |
scientific article; zbMATH DE number 6004613 |
Statements
A Markov-modulated model for stocks paying discrete dividends (English)
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10 February 2012
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option pricing
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hidden Markov chain
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dividend
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0.8373141288757324
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0.7980535626411438
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0.7978813052177429
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0.7760233879089355
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0.7722892165184021
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