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