Df Structure Models For Options Pricing
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References listed on IDEAS
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More about this item
KeywordsPartial Distribution; DF structure; options pricing; analytic formula; non-dividend-paying;
- G - Financial Economics
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2004-03-28 (All new papers)
- NEP-CFN-2004-03-28 (Corporate Finance)
- NEP-FIN-2004-03-28 (Finance)
- NEP-RMG-2004-03-28 (Risk Management)
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