Accurate approximation formulas for stock options with discrete dividends
Year of publication: |
2009
|
---|---|
Authors: | Dai, Tian-Shyr ; Lyuu, Yuh-dauh |
Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 16.2009, 16/18, p. 1657-1663
|
Subject: | Aktienoption | Stock option | Dividende | Dividend | Optionspreistheorie | Option pricing theory |
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