An Empirical Examination of the Price-Dividend Relation with Dividend Management
โ Scribed by Lucy F. Ackert; William C. Hunter
- Book ID
- 110298322
- Publisher
- Springer
- Year
- 2001
- Tongue
- English
- Weight
- 318 KB
- Volume
- 19
- Category
- Article
- ISSN
- 0920-8550
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
In this work, the option pricing Black-Scholes model with dividend yield is investigated via Lie symmetry analysis. As a result, the complete Lie symmetry group and infinitesimal generators of the one-dimensional Black-Scholes equation are derived. On the basis of these infinitesimal generators, the
## Abstract Actively traded barrier options were introduced on the Australian Stock Exchange in 1998. This market provides a unique laboratory in which to empirically examine their pricing. This is particularly so given that, for a number of these options, otherwise identical standard European opti