New Analytic Approach to Address PutCall Parity Violation due to Discrete Dividends
| Year of publication: |
2012
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|---|---|
| Authors: | Buryak, Alexander ; Guo, Ivan |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 19.2012, 1 (1.2.), p. 37-59
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