Closed Formula for Options with Discrete Dividends and Its Derivatives (Q5851726)
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scientific article; zbMATH DE number 5662260
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Closed Formula for Options with Discrete Dividends and Its Derivatives |
scientific article; zbMATH DE number 5662260 |
Statements
Closed Formula for Options with Discrete Dividends and Its Derivatives (English)
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25 January 2010
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equity option
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discrete dividend
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hedging
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analytic formula
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closed formula
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