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- W3121330251 abstract "Based on the DF structure models for option pricing (Dai and Qin, 2005), this paper further discusses the DF structure models for three cases, i.e., when the underlying stock is dividend-paid, or when it is capital-split and when it is both dividend-paid as well as capital-split. These three cases are discussed separately, and then integrated in the general models for call and put options. Finally, examples are considered to compare the options prices calculated by the DF formulas and Black-Scholes formulas, and it is infered, that the DF formulas are better than the Black-Scholes formulas. It is also stated that DF formula is useful to traders in the financial market, as it can be conveniently adjusted according to the trading time." @default.
- W3121330251 created "2021-02-01" @default.
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- W3121330251 date "2007-01-01" @default.
- W3121330251 modified "2023-09-27" @default.
- W3121330251 title "The DF Structure Models for Options Pricing on the Dividend-Paying and Capital-Splitting" @default.
- W3121330251 hasPublicationYear "2007" @default.
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