An accurate approximation formula for pricing European options with discrete dividend payments
Song-Ping Zhu and Xin-Jiang He
| Year of publication: |
April 2018
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|---|---|
| Authors: | Zhu, Song-Ping ; He, Xin-Jiang |
| Published in: |
IMA journal of management mathematics. - Oxford : Oxford Univ. Press, ISSN 1471-678X, ZDB-ID 2074812-7. - Vol. 29.2018, 2, p. 175-188
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| Subject: | discrete dividend | approximation formula | multi-period | Dividende | Dividend | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/imaman/dpw020 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011888608