An accurate approximation formula for pricing European options with discrete dividend payments
From MaRDI portal
Publication:5234097
DOI10.1093/imaman/dpw020MaRDI QIDQ5234097
Publication date: 25 September 2019
Published in: IMA Journal of Management Mathematics (Search for Journal in Brave)
Full work available at URL: https://ro.uow.edu.au/eispapers/6561
90-XX: Operations research, mathematical programming
91-XX: Game theory, economics, finance, and other social and behavioral sciences
Related Items