The non-optimality of the over-the-counter options dividend protection

DOI10.1016/0165-1765(88)90219-4zbMath1328.91273OpenAlexW2066619672MaRDI QIDQ900116

Giora Harpaz

Publication date: 1 January 2016

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(88)90219-4

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

Cites Work

• The Pricing of Options and Corporate Liabilities
• Unnamed Item

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