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An option pricing problem with the underlying stock paying dividends

โœ Scribed by Xu Wensheng; Zhuang Ling; Wu Zhen


Book ID
107502093
Publisher
SP Editorial Committee of Applied Mathematics - A Journal of Chinese Universities
Year
1997
Tongue
English
Weight
302 KB
Volume
12
Category
Article
ISSN
1005-1031

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โœ Paul Dawson; Kevin Dowd; Andrew J. G. Cairns; David Blake ๐Ÿ“‚ Article ๐Ÿ“… 2009 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 136 KB ๐Ÿ‘ 2 views

## Abstract Survivor derivatives are gaining considerable attention in both the academic and practitioner communities. Early trading in such products has generally been confined to products with linear payoffs, both funded (bonds) and unfunded (swaps). History suggests that successful linear payoff