Showing results 1 to 2 of 2
An Alternative Approach to Dividend Adjustments in Option Pricing Models I. J. Kim, JOURNAL OF FINANCIAL ENGINEERING, v.4, no.4, pp.351 - 373, 1995-12 |
Analytic Approximation of the Optimal Exercise Boundaries for American Futures Options I. J. Kim, JOURNAL OF FUTURES MARKETS, v.14, no.1, pp.1 - 24, 1994 |
Discover