Pricing barrier options with discrete dividends
D. Jason Gibson and Aaron Wingo
Year of publication: |
December 2017
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Authors: | Gibson, D. Jason ; Wingo, Aaron |
Published in: |
International journal of financial engineering. - New Jersey : World Scientific, ISSN 2424-7863, ZDB-ID 2832504-7. - Vol. 4.2017, 4, p. 1-12
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Subject: | Analytic pricing | barrier option | discrete dividend | Optionsgeschäft | Option trading | Dividende | Dividend | Optionspreistheorie | Option pricing theory |
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