The aim of this project is to better understand and price American options on underlyings paying discrete dividends.
The other goal is to generate and calibrate a model as fit as possible, avoiding arbitrability of the volatility surface.
Research Paper (Fill in the form to download it)
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Enjoy the learning by reading bite-sized lessons followed by review questions. No prior experience is needed.
Enjoy the learning by reading bite-sized lessons followed by review questions. No prior experience is needed.
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