Title
Closed formula for options with discrete dividends and its derivativesClosed formula for options with discrete dividends and its derivatives
Author
Faculty/Department
Faculty of Sciences. Mathematics and Computer Science
Publication type
report
Publication
Frankfurt am Main , [*]
Subject
Economics
Mathematics
Source (series)
Research Report / Frankfurt School of Finance & Management, Center for Practical Quantitative Finance ; 16
Volume/pages
32 p.
1
Carrier
E
Target language
English (eng)