Stock options: Dealing with discrete dividends Practitioners use at least three distinct models to deal with the issue of options on stocks with discrete dividends. How can mixtures of these models be used in a consistent way?
| Year of publication: |
2003
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|---|---|
| Authors: | Bos, Remco ; Gairat, Alexander ; Shepeleva, Anna |
| Published in: |
Risk : managing risk in the world's financial markets. - London : Incisive Financial Publ, ISSN 0952-8776, ZDB-ID 10494753. - Vol. 16.2003, 1, p. 109-112
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