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New Analytic Approach to Address PutCall Parity Violation due to Discrete Dividends
Buryak, Alexander; Guo, Ivan - In: Applied mathematical finance 19 (2012) 1, pp. 37-59
Persistent link: https://www.econbiz.de/10009823850
Cover Image
New analytical approach to address put-call parity violation due to discrete dividents
Buryak, Alexander; Guo, Ivan - In: Applied mathematical finance 19 (2012) 1/2, pp. 37-58
Persistent link: https://www.econbiz.de/10009561241