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A novel model for pricing European option with discrete dividends - MaRDI portal

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A novel model for pricing European option with discrete dividends (Q6624084)

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scientific article; zbMATH DE number 7931719
Language Label Description Also known as
English
A novel model for pricing European option with discrete dividends
scientific article; zbMATH DE number 7931719

    Statements

    title
    A novel model for pricing European option with discrete dividends (English)
    0 references
    author
    Xisheng Yu
    0 references
    Yu Wei Yao
    0 references
    publication date
    25 October 2024
    0 references
    zbMATH Keywords
    discrete dividend
    0 references
    European option
    0 references
    pricing model
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    Identifiers

    zbMATH DE Number
    7931719
    0 references
    DOI
    10.12386/A20200164
    0 references
     
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