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jagdish
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Joined: September 10th, 2001, 6:38 pm

Volatility and Dividends

September 24th, 2001, 12:46 pm

How would we "Dividend Adjust" the Volatility?
 
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Volatility and Dividends

September 24th, 2001, 1:26 pm

A way to do this is described in the book:Chriss, N. 1997 : " Black-Scholes and Beyond", Irwin, page 157
 
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jagdish
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Joined: September 10th, 2001, 6:38 pm

Volatility and Dividends

September 24th, 2001, 1:32 pm

Thank You!