Precificação de Opções Européias de Ações com Dividendos e Volatilidade Estocástica

Authors

  • O. Mendèz
  • S. Stumpf

DOI:

https://doi.org/10.5540/tema.2001.02.01.0135

Abstract

O problema da precificação de opções européias foi resolvido pela fórmula de Black e Scholes (Black, Scholes [1]).

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Published

2001-06-01

How to Cite

Mendèz, O., & Stumpf, S. (2001). Precificação de Opções Européias de Ações com Dividendos e Volatilidade Estocástica. Trends in Computational and Applied Mathematics, 2(1), 135–143. https://doi.org/10.5540/tema.2001.02.01.0135

Issue

Vol. 2 No. 1 (2001)

Section

Original Article

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