Black Scholes Model With Div Yld
by theorangedog on Jan.07, 2008, under Skills
Following up on my prior post, I have uploaded another model to the Models page of foquant.com.
This model alters the prior model, as it now allows the underlying to pay a dividend. In a sense making the original model redundant, this new model will also accurately price a non-dividend-paying underlying. But, the separation of names calls attention to the differing equations.
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