ML-QuantSubscribe

SSRNDerivatives & Volatility

Equity Option Approximation

The article introduces an approximation for the equity BlackScholes model with fixed dividends, applicable to vanilla options and reverts to the classic model when dividends are null.

Featured in No. 54 on 20 Jun 2024 · 11 days after release

Released
9 Jun 2024
First featured
No. 54 · 20 Jun 2024
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
3
Identifier
SSRN 4864501

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

    Type to search. Try rough volatility, LLM agents or FinGPT.

    ↑↓ move↵ openesc closeFull search page