Open AccessDirect Solution of Black-Scholes-Merton European Put Option Model on Dividend Yield With Modified-Log Payoff Function
Author(s) -
S.E. Fadugba,
A.A. Adeniji,
M.C. Kekana,
J.T. Okunlola,
O. Faweya
Publication year - 2022
Publication title -
international journal of analysis and applications
Language(s) - English
Resource type - Journals
ISSN - 2291-8639
DOI - 10.28924/2291-8639-20-2022-54
Subject(s) - black–scholes model , stochastic game , mathematics , dividend yield , valuation (finance) , mathematical economics , geometric brownian motion , dividend , econometrics , economics , dividend policy , finance , diffusion process , economy , volatility (finance) , service (business)