搜索结果: 1-2 共查到“经济学 Discrete Dividends”相关记录2条 . 查询时间(0.593 秒)
Analysis of the sensitivity to discrete dividends : A new approach for pricing vanillas
Equity options discrete dividends
2010/10/21
The incorporation of a dividend yield in the classical option pricing model of Black- Scholes results in a minor modification of the Black-Scholes formula, since the lognormal dynamic of the underlyin...
Regularity of the Exercise Boundary for American Put Options on Assets with Discrete Dividends
Exercise Boundary Assets Discrete Dividends
2010/11/3
We analyze the regularity of the optimal exercise boundary for the American Put option
when the underlying asset pays a discrete dividend at a known time td during the lifetime of
the option. The ex...