ON A HYPOTHETICAL MODEL OF MODIFIED BLACK{SCHOLES EQUATION WITH DIVIDENDS -- from Wolfram Library Archive

Title

ON A HYPOTHETICAL MODEL OF MODIFIED BLACK{SCHOLES EQUATION WITH DIVIDENDS

Authors

Angela Slavova

Nikolay Kyurkchiev

Organization:

Plovdiv University \P. Hilendarskii"

Department:

Department of Mathematics

Journal / Anthology

Comptes Rednues de l Academie Bulagre Des Sciences

Year:

2015

Volume:

Issue:

Page range:

431-436

Description

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.

Subject

Applied Mathematics

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