Update search
Filter
- All
- Title
- Author
- Author Affiliations
- Full Text
- Abstract
- Keyword
- DOI
- ISBN
- EISBN
- ISSN
- EISSN
- Issue
- Volume
- References
Filter
- All
- Title
- Author
- Author Affiliations
- Full Text
- Abstract
- Keyword
- DOI
- ISBN
- EISBN
- ISSN
- EISSN
- Issue
- Volume
- References
Filter
- All
- Title
- Author
- Author Affiliations
- Full Text
- Abstract
- Keyword
- DOI
- ISBN
- EISBN
- ISSN
- EISSN
- Issue
- Volume
- References
Filter
- All
- Title
- Author
- Author Affiliations
- Full Text
- Abstract
- Keyword
- DOI
- ISBN
- EISBN
- ISSN
- EISSN
- Issue
- Volume
- References
Filter
- All
- Title
- Author
- Author Affiliations
- Full Text
- Abstract
- Keyword
- DOI
- ISBN
- EISBN
- ISSN
- EISSN
- Issue
- Volume
- References
Filter
- All
- Title
- Author
- Author Affiliations
- Full Text
- Abstract
- Keyword
- DOI
- ISBN
- EISBN
- ISSN
- EISSN
- Issue
- Volume
- References
NARROW
Format
Journal
Type
Date
Availability
1-1 of 1
Keywords: Assets
Close
Follow your search
Access your saved searches in your account
Would you like to receive an alert when new items match your search?
Sort by
Journal Articles
On the value of European options on a stock paying a discrete dividend
Available to Purchase
Journal:
Journal of Modelling in Management
Journal of Modelling in Management (2009) 4 (3): 235–248.
Published: 30 October 2009
...‐paying assets, under the Black‐Scholes assumption. Originality/value The computing time in the approach is several orders of magnitude faster than with traditional Monte Carlo methods, for the same desired accuracy. João Amaro de Matos can be contacted at: amatos@fe.unl.pt The purpose...
