Advanced search
Publication Cover
Communications in Statistics - Theory and Methods Volume 49, 2020 - Issue 24
Submit an article Journal homepage
137
Views
3
CrossRef citations to date
0
Altmetric
Original Articles

Option pricing based on a regime switching dividend process

HuaHui YanSchool of Mathematics, Shanghai University of Finance and Economics, Shanghai, P.R. China; View further author information
,
Qihong ChenSchool of Mathematics, Shanghai University of Finance and Economics, Shanghai, P.R. China; View further author information
&
HuiSheng ShuDepartment of Applied Mathematics, Donghua University, Shanghai, P.R. ChinaCorrespondence[email protected]
View further author information
Pages 5964-5974 | Received 13 Dec 2017, Accepted 24 May 2019, Published online: 24 Jun 2019

Citations (3)

Keep up to date with the latest research on this topic with citation updates for this article.

Subscribe to citation updates

Read on this site (2)

Yuanchuang Shan, Haoran Yi, Xuekang Zhang & Huisheng Shu. (2023) Option pricing under a Markov-modulated Merton jump-diffusion dividend. Communications in Statistics - Theory and Methods 52:5, pages 1490-1506.
Read now
Yuanchuang Shan, Huisheng Shu, Xuekang Zhang & Haoran Yi. (2023) The valuation of options on discrete dividend-paying stocks. Applied Economics Letters 0:0, pages 1-6.
Read now

Articles from other publishers (1)

Yuanchuang Shan, Huisheng Shu & Haoran Yi. (2023) Pricing Equity-Indexed Annuities under a Stochastic Dividend Model. Mathematics 11:3, pages 603.
Crossref

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.