Accurate approximation formulas for stock options with discrete dividends
Author:
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
http://www.tandfonline.com/doi/pdf/10.1080/13504850701604078
Reference22 articles.
1. Fact and Fantasy in the Use of Options
2. The Pricing of Options and Corporate Liabilities
3. American Capped Call Options on Dividend-Paying Assets
4. American Option Valuation: New Bounds, Approximations, and a Comparison of Existing Methods
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