Extensions to the Black-Scholes Equation
Extensions to the Black-Scholes Equation An Undergraduate Introduction to Financial Mathematics J. Robert Buchanan 2014 J. Robert Buchanan Extensions to the Black-Scholes Equation. Dividends We have versions of the Put-Call Parity formula which include the effects of dividends: Pe + Se T = Ce + Ke rT (continuous) Pe + S(0) Xn i=1 S(t i)e rti = C e + Ke rT (discrete) We do not have pricing ... ................
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