A Markov-modulated model for stocks paying discrete dividends
E. Sakkas, H. Le
| Year of publication: |
2009
|
|---|---|
| Authors: | Sakkas, E. ; Le, H. |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 45.2009, 1, p. 19-24
|
| Subject: | Dividende | Dividend | Theorie | Theory | Black-Scholes-Modell | Black-Scholes model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009517603