scientific article; zbMATH DE number 2226958

zbMATH Open1095.91014MaRDI QIDQ5705334FDOQ5705334

Authors: Ping Chen, Zhongxing Ye, Xiao-Ping Yang 

Publication date: 8 November 2005

Title of this publication is not available (Why is that?)

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zbMATH Keywords

American optiondividend-paying and placing rateoptimal exercising time

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

Cited In (11)

• Estimate for the discrete time hedging error of the American option on a dividend-paying stock
• A Black-Scholes formula for option pricing with dividends
• Dividend derivatives
• A summary on pricing American call options under the assumption of a lognormal framework in the Korn-Rogers model
• Comparison study on value and exercise time of options with same intrinsic value
• Title not available (Why is that?)
• The valuation of double call option
• American call pricing on dividend-paying and placing stocks with stochastic volatility
• OPTIONS WRITTEN ON STOCKS WITH KNOWN DIVIDENDS
• Dividends in the theory of derivative securities pricing
• On a Heath-Jarrow-Morton approach for stock options

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