Roberto Caccia

University of Colorado at Boulder - Leeds School of Business

Boulder, CO CO 80301

United States

http://https://www.linkedin.com/in/roberto-caccia/

SCHOLARLY PAPERS

2

DOWNLOADS

142

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Closed Form Option Pricing for Stocks with Fixed Dividends

Number of pages: 12 Posted: 18 Feb 2021 Last Revised: 31 Mar 2021
Dimitri Offengenden, Roberto Caccia and Vahagn Minasian
Strategist, University of Colorado at Boulder - Leeds School of Business and affiliation not provided to SSRN
Downloads 106 (354,251)

Abstract:

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options, fixed dividends, Curran, closed form

2.

An Improved Curran Method

Number of pages: 9 Posted: 24 Mar 2021 Last Revised: 31 Mar 2021
Dimitri Offengenden and Roberto Caccia
Strategist and University of Colorado at Boulder - Leeds School of Business
Downloads 36 (603,840)

Abstract:

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Curran, Average Rate, Options