The valuation of options on index futures with stochastic dividend yields
Enrique A. Zambrano, Rednaxela Sequera
Year of publication: |
2020
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Authors: | Zambrano, Enrique A. ; Sequera, Rednaxela |
Published in: |
International Journal of Financial Markets and Derivatives : IJFMD. - Genève [u.a.] : Inderscience Enterprises, ISSN 1756-7149, ZDB-ID 2545128-5. - Vol. 7.2020, 4, p. 375-396
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Subject: | index futures | futures options | option pricing | valuation model | stochastic dividend yields | Dividende | Dividend | Index-Futures | Index futures | Derivat | Derivative | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | CAPM |
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