Applied Mathematics

Vol.6 No.5(2015), Paper ID 56259, 10 pages

DOI:10.4236/am.2015.65074

 

Integral Representations for the Price of Vanilla Put Options on a Basket of Two-Dividend Paying Stocks

 

Sunday Emmanuel Fadugba, Chuma Raphael Nwozo

 

Department of Mathematical Sciences, Ekiti State University, Ado Ekiti, Nigeria
Department of Mathematics, University of Ibadan, Ibadan, Nigeria

 

Copyright © 2015 Sunday Emmanuel Fadugba, Chuma Raphael Nwozo et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article


Fadugba, S. and Nwozo, C. (2015) Integral Representations for the Price of Vanilla Put Options on a Basket of Two-Dividend Paying Stocks. Applied Mathematics, 6, 783-792. doi: 10.4236/am.2015.65074.

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