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IMA Journal of Management Mathematics 2016 / 10

An accurate approximation formula for pricing European options with discrete dividend payments

Zhu, Song-Ping, He, Xin-Jiang
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Language:
english
Journal:
IMA Journal of Management Mathematics
DOI:
10.1093/imaman/dpw020
Date:
October, 2016
File:
PDF, 225 KB
english, 2016
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