Add dividends to Black-Scholes model

JuliaQuant / FinancialDerivatives.jl

Financial derivatives modeling and pricing in Julia.

https://juliaquant.github.io/FinancialDerivatives.jl/dev/

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Add dividends to Black-Scholes model #15

Closed mvanzulli closed 6 months ago

mvanzulli commented 6 months ago

Currenty the model lacks of the $q$ parameter. This issue is about adding this parameter to price EuropeanOptions. Would be nice to verify the put-call parity in the tests.