Description Usage Arguments Value See Also
For each of the N elements of S/h
find the sum of the
given M dividends, discounted to t_final
by r
and h
1 | time_adj_dividends(relevant_divs, t_final, r, h, S, S0)
|
relevant_divs |
A |
t_final |
Time beyond which to ignore dividends |
r |
risk-free interest rate |
h |
Default intensities |
S |
Stock prices |
S0 |
initial underlying price |
Sum of dividends, at each grid node
Other Dividends:
adjust_for_dividends()
,
shift_for_dividends()
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