Demonstrate that proportional dividends impact only on the forward used in the BlackScholes call price expression, not

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Demonstrate that proportional dividends impact only on the forward used in the Black–Scholes call price expression, not the implied vol, regardless of the stochasticity of interest rates.

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The Value Of Uncertainty Dealing With Risk In The Equity Derivatives Market

ISBN: 9781848167728,9781908979582

1st Edition

Authors: George Kaye

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Question Posted: Jul 21, 2024 06:00 AM

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Demonstrate that proportional dividends impact only on the forward used in the BlackScholes call price expression, not

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The Value Of Uncertainty Dealing With Risk In The Equity Derivatives Market

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