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The valuation of options on index futures with stochastic dividend yields
Zambrano, Enrique A.; Sequera, Rednaxela - In: International Journal of Financial Markets and … 7 (2020) 4, pp. 375-396
Persistent link: https://www.econbiz.de/10012510322
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Discounting earnings with stochastic discount rates
Realdon, Marco - In: The European journal of finance 25 (2019) 10, pp. 910-936
Persistent link: https://www.econbiz.de/10012207041
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Pricing interest rate, dividend, and equity risk
Willems, Sander - 2019
Persistent link: https://www.econbiz.de/10012198741
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A regularized fourier transform approach for valuing options under stochastic dividend yields
Dia, Baye M. - In: International journal of theoretical and applied finance 13 (2010) 2, pp. 211-240
Persistent link: https://www.econbiz.de/10008860410
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Pricing and filtering in a two-dimensional dividend switching model
Gapeev, Pavel V.; Jeanblanc, Monique - In: International journal of theoretical and applied finance 13 (2010) 7, pp. 1001-1017
Persistent link: https://www.econbiz.de/10008906248
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Lévy risk model with two-sided jumps and a barrier dividend strategy
Bo, Lijun; Song, Renming; Tang, DanLing; Wang, Yongjin; … - In: Insurance / Mathematics & economics 50 (2012) 2, pp. 280-291
Persistent link: https://www.econbiz.de/10009507927
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Pricing American call options under the assumption of stochastic dividends : an application of the Korn-Rogers-Model
Kruse, Susanne; Müller, Marlene - 2009
Persistent link: https://www.econbiz.de/10009723047
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Optimal dividend problem with a terminal value for spectrally positive Lévy processes
Yin, Chuancun; Wen, Yuzhen - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 769-773
Persistent link: https://www.econbiz.de/10010227876
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Optimal dividends in the dual model under transaction costs
Bayraktar, Erhan; Kyprianou, Andreas E.; Yamazaki, Kazutoshi - In: Insurance / Mathematics & economics 54 (2014), pp. 133-143
Persistent link: https://www.econbiz.de/10010259658
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On the optimal dividend problem for a spectrally positive Lévy process
Yin, Chuancun; Wen, Yuzhen; Zhao, Yongxia - In: Astin bulletin : the journal of the International … 44 (2014) 3, pp. 635-651
Persistent link: https://www.econbiz.de/10010407942