OPTIONS WRITTEN ON STOCKS WITH KNOWN DIVIDENDS

DOI10.1142/S0219024904002694zbMath1090.91039MaRDI QIDQ4662052

Johan Tysk, Erik Ekström

Publication date: 30 March 2005

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

zbMATH Keywords

convexityoptionvolatilityEuropean call optionsDividendprice ordering

Mathematics Subject Classification ID

Related Items (2)

Bubbles, convexity and the Black-Scholes equation ⋮ Optimal arbitrage under model uncertainty

Cites Work

• Robustness of the Black and Scholes Formula
• Unnamed Item

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