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
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- Identifier
- SSRN 4864501
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