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updated 2 years ago

Black and Scholes formula - European options on dividend paying stocks by Lorenzo Brancali

This code computes the price of a Call and a Put option on dividend paying stocks (black scholes, options, dividend)

BS(S,K,sigma,tau,r,D)

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updated almost 5 years ago

Valuation of stock option with discrete dividend by Biao

Compare different pricing models for stock option with discrete dividend. (option, dividend, black scholes)

DiscreteDividend(s,k,r,t,vol,d,dt)

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