On the value of European options on a stock paying a discrete dividend
Year of publication: |
2009
|
---|---|
Authors: | Matos, João Amaro de ; Dilão, Rui ; Ferreira, Bruno |
Published in: |
Journal of modelling in management. - Bingley : Emerald Group Publishing Limited, ISSN 1746-5664, ZDB-ID 2258349-X. - Vol. 4.2009, 3, p. 235-248
|
Subject: | Optionsgeschäft | Option trading | Black-Scholes-Modell | Black-Scholes model | EU-Staaten | EU countries |
-
Nonparametric predictive inference for European option pricing based on the binomial tree model
He, Ting, (2019)
-
The effectiveness of a predictor-corrector technique in European currency option valuation
Heo, Sangwoo, (2019)
-
A novel method for arbitrage-free option surface construction
Orosi, Greg, (2019)
- More ...
-
Equilibrium price dynamics in an overlapping-generations exchange economy
Brito, Paulo, (2010)
-
Equilibrium price dynamics in an overlapping-generations exchange economy
Brito, Paulo, (2010)
-
Equilibrium price dynamics in an overlapping-generations exchange economy
Brito, Paulo, (2006)
- More ...