A simple accurate binomial tree for pricing options on stocks with know dollar dividends
Year of publication: |
2019
|
---|---|
Authors: | Guo, Shuxin ; Liu, Qiang |
Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 26.2019, 4, p. 54-70
|
Subject: | Optionspreistheorie | Option pricing theory | Dividende | Dividend | Optionsgeschäft | Option trading |
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