Question
How should the Black Scholes model be modified for valuing i) European stock index options, and ii) European stock options on a stock paying a
How should the Black Scholes model be modified for valuing i) European stock index options, and ii) European stock options on a stock paying a known dividend of D before the option expires?
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Financial Markets And Institutions
Authors: Frederic S. Mishkin, Stanley G. Eakin
7th Global Edition
0273754440, 9780273754442
