Stochastic expansion for the pricing of call options with discrete dividends
Pierre Étoré & Emmanuel Gobet
| Year of publication: |
2012
|
|---|---|
| Authors: | Étoré, Pierre ; Gobet, Emmanuel |
| Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 19.2012, 3/4, p. 233-264
|
| Subject: | Dividende | Dividend | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading |
| 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/10009710974