๐”– Bobbio Scriptorium
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On the valuation of American call options on stocks with known dividends

โœ Scribed by Robert E. Whaley


Book ID
116126541
Publisher
Elsevier Science
Year
1981
Tongue
English
Weight
262 KB
Volume
9
Category
Article
ISSN
0304-405X

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Fuzzy pricing of American options on sto
โœ Wei-Guo Zhang; Qing-Sheng Shi; Wei-Lin Xiao ๐Ÿ“‚ Article ๐Ÿ“… 2010 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 124 KB

The path-dependent property of American options leads to the complexity of its pricing. Based on the analysis of American options' characteristics and the influence of the stock dividend, the American call option fuzzy pricing method is discussed in this paper. Under the assumption that the price of