New Analytic Approach to Address Put–Call Parity Violation due to Discrete Dividends-Reference-Cited by-同舟云学术

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New Analytic Approach to Address Put–Call Parity Violation due to Discrete Dividends

Published:2012-02 Issue:1 Volume:19 Page:37-58
ISSN:1350-486X
Container-title:Applied Mathematical Finance
language:en
Short-container-title:Applied Mathematical Finance

Author:

Buryak Alexander,Guo Ivan

Publisher

Informa UK Limited

Subject

Applied Mathematics,Finance

Link

http://www.tandfonline.com/doi/pdf/10.1080/1350486X.2011.591163

Reference15 articles.

1. On the value of European options on a stock paying a discrete dividend

2. Options on Dividend Paying Stocks

3. A FAST, STABLE AND ACCURATE NUMERICAL METHOD FOR THE BLACK–SCHOLES EQUATION OF AMERICAN OPTIONS

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Pricing barrier options with discrete dividends;International Journal of Financial Engineering;2017-12

2. Pricing Vanilla Options with Cash Dividends;SSRN Electronic Journal;2015

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