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/

  • University of Colorado at Boulder - Leeds School of Business

    • Email
    • Tel: 2677023780
    • Fax: 80301
SCHOLARLY PAPERS

2

DOWNLOADS

223

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

Actions:
Email selected abstracts
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 153 (327,085)

Abstract:

Loading...

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 70 (558,039)

Abstract:

Loading...

Curran, Average Rate, Options