An empirical study of the dividend-adjusted black-scholes model

As the stock options market of Singapore is still very young, being re-launched only on 8 March 1993, few researches have been conducted on this market. The purpose of this study is to test the significance of dividend adjustments in pricing options using the Black-Scholes Model.

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Bibliographic Details
Main Authors: Lum, Chiew Yuen, See, Yen Nee, Tay, Soo Tuang
Other Authors: Nanyang Business School
Format: Final Year Project
Language:English
Published: 2014
Subjects:
Online Access:http://hdl.handle.net/10356/59342
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Institution: Nanyang Technological University
Language: English