The non-optimality of the over-the-counter options dividend protection

DOI10.1016/0165-1765(88)90219-4MaRDI QIDQ900116zbMATH OpenOpenAlexFDO

Authors Giora Harpaz

Publication date 1 January 2016

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0165-1765(88)90219-4

Mathematics Subject Classification ID

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

Recommendations

• OPTIONS WRITTEN ON STOCKS WITH KNOWN DIVIDENDS
• On the upper bound of a call option
• Option pricing and replication with transaction costs and dividends
• scientific article; zbMATH DE number 2226958
• scientific article; zbMATH DE number 1867102

Cites work

• scientific article; zbMATH DE number 6137478 (Why is no real title available?)
• The pricing of options and corporate liabilities

This page was built for publication: The non-optimality of the over-the-counter options dividend protection

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q900116)