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ON A HYPOTHETICAL MODEL OF MODIFIED BLACK{SCHOLES EQUATION WITH DIVIDENDS
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| Organization: | Plovdiv University \P. Hilendarskii" |
| Department: | Department of Mathematics |
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| Comptes Rednues de l Academie Bulagre Des Sciences |
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In this paper modi ed Black{Scholes model with dividends is studied. First, the model with dividends taxed at given rate is considered. Then we in- troduce model with discrete dividends and develop the corresponding modules. The discrete dividends modules in programme environment MATHEMATICA are tested and the results are presented.
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