A Simple Accurate Binomial Tree for Pricing Options on Stocks with Known Dollar Dividends

被引：1

作者：

Guo, Shuxin ^{[1
]}

Liu, Qiang ^{[2
]}

机构：

[1] Southwest Jiaotong Univ, Sch Econ & Management, Finance, Chengdu, Sichuan, Peoples R China

[2] Southwestern Univ Finance & Econ, Sch Finance, Finance, Chengdu, Sichuan, Peoples R China

来源：

JOURNAL OF DERIVATIVES | 2019年 / 26卷 / 04期

基金：

中国国家自然科学基金;

关键词：

AMERICAN CALL OPTIONS; VALUATION FORMULA; DISCRETE;

D O I：

10.3905/jod.2019.26.4.054

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

[No abstract available]

引用

页码：54 / 70

页数：17

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