The accuracy of the escrowed dividend model on the value of European options on a stock paying discrete dividend
This project characterizes the accuracy of the escrowed dividend model on the value of European options on a stock paying discrete dividend. A description of the escrowed dividend model is provided, and a comparison between this model and the benchmark model is realized. It is concluded that options...
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| Formato: | masterThesis |
| Idioma: | eng |
| Publicado em: |
2016
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| Texto completo: | http://hdl.handle.net/10362/15411 |
| País: | Portugal |
| Oai: | oai:run.unl.pt:10362/15411 |