Matches in SemOpenAlex for { <https://semopenalex.org/work/W4246885620> ?p ?o ?g. }
Showing items 1 to 76 of
76
with 100 items per page.
- W4246885620 endingPage "617" @default.
- W4246885620 startingPage "617" @default.
- W4246885620 abstract "A formula is derived in discrete time for pricing options when the underlying stock has a stochastic dividend yield. The result implies that regarding the dividend yield as certain when it is not results in misestimation of the variance of the underlying stock. Comparative statics indicate that this adjustment could diminish a bias of the Black-Scholes model. This model systematically underprices deep-out-of-the-money options. A numerical example demonstrates that this stochastic adjustment may be more important for longer-lived options and warrants." @default.
- W4246885620 created "2022-05-12" @default.
- W4246885620 creator A5009637318 @default.
- W4246885620 date "1978-05-01" @default.
- W4246885620 modified "2023-09-25" @default.
- W4246885620 title "The Pricing of Options with Stochastic Dividend Yield" @default.
- W4246885620 doi "https://doi.org/10.2307/2326573" @default.
- W4246885620 hasPublicationYear "1978" @default.
- W4246885620 type Work @default.
- W4246885620 citedByCount "7" @default.
- W4246885620 crossrefType "journal-article" @default.
- W4246885620 hasAuthorship W4246885620A5009637318 @default.
- W4246885620 hasConcept C10138342 @default.
- W4246885620 hasConcept C106159729 @default.
- W4246885620 hasConcept C106306483 @default.
- W4246885620 hasConcept C116168712 @default.
- W4246885620 hasConcept C127413603 @default.
- W4246885620 hasConcept C134121241 @default.
- W4246885620 hasConcept C141100683 @default.
- W4246885620 hasConcept C144237770 @default.
- W4246885620 hasConcept C149782125 @default.
- W4246885620 hasConcept C162324750 @default.
- W4246885620 hasConcept C163128081 @default.
- W4246885620 hasConcept C175223733 @default.
- W4246885620 hasConcept C175444787 @default.
- W4246885620 hasConcept C184530449 @default.
- W4246885620 hasConcept C191897082 @default.
- W4246885620 hasConcept C192562407 @default.
- W4246885620 hasConcept C194483076 @default.
- W4246885620 hasConcept C204036174 @default.
- W4246885620 hasConcept C48875124 @default.
- W4246885620 hasConcept C59399099 @default.
- W4246885620 hasConcept C78519656 @default.
- W4246885620 hasConcept C91602232 @default.
- W4246885620 hasConceptScore W4246885620C10138342 @default.
- W4246885620 hasConceptScore W4246885620C106159729 @default.
- W4246885620 hasConceptScore W4246885620C106306483 @default.
- W4246885620 hasConceptScore W4246885620C116168712 @default.
- W4246885620 hasConceptScore W4246885620C127413603 @default.
- W4246885620 hasConceptScore W4246885620C134121241 @default.
- W4246885620 hasConceptScore W4246885620C141100683 @default.
- W4246885620 hasConceptScore W4246885620C144237770 @default.
- W4246885620 hasConceptScore W4246885620C149782125 @default.
- W4246885620 hasConceptScore W4246885620C162324750 @default.
- W4246885620 hasConceptScore W4246885620C163128081 @default.
- W4246885620 hasConceptScore W4246885620C175223733 @default.
- W4246885620 hasConceptScore W4246885620C175444787 @default.
- W4246885620 hasConceptScore W4246885620C184530449 @default.
- W4246885620 hasConceptScore W4246885620C191897082 @default.
- W4246885620 hasConceptScore W4246885620C192562407 @default.
- W4246885620 hasConceptScore W4246885620C194483076 @default.
- W4246885620 hasConceptScore W4246885620C204036174 @default.
- W4246885620 hasConceptScore W4246885620C48875124 @default.
- W4246885620 hasConceptScore W4246885620C59399099 @default.
- W4246885620 hasConceptScore W4246885620C78519656 @default.
- W4246885620 hasConceptScore W4246885620C91602232 @default.
- W4246885620 hasIssue "2" @default.
- W4246885620 hasLocation W42468856201 @default.
- W4246885620 hasOpenAccess W4246885620 @default.
- W4246885620 hasPrimaryLocation W42468856201 @default.
- W4246885620 hasRelatedWork W1483991848 @default.
- W4246885620 hasRelatedWork W1607087826 @default.
- W4246885620 hasRelatedWork W2059190247 @default.
- W4246885620 hasRelatedWork W2087241853 @default.
- W4246885620 hasRelatedWork W2108791187 @default.
- W4246885620 hasRelatedWork W2276362570 @default.
- W4246885620 hasRelatedWork W2551467365 @default.
- W4246885620 hasRelatedWork W2953958148 @default.
- W4246885620 hasRelatedWork W3122740927 @default.
- W4246885620 hasRelatedWork W1987219780 @default.
- W4246885620 hasVolume "33" @default.
- W4246885620 isParatext "false" @default.
- W4246885620 isRetracted "false" @default.
- W4246885620 workType "article" @default.