Valuation Of Stock Option With Discrete Dividend

When asked how to value a stock option withoutwhich generally overprices call options;third, Haug
dividend or with continuous dividend, many people& Haug volatility adjustment model, which is more
would refer to Black Scholes formula, but how to pricesophisticated than Chriss model and takes into account
an option with discrete dividend then? certainly Blackthe timing of the dividend, unfortunately, the authors
Scholes model can't be used directly since one of itsshow this method performs particularly poorly for
assumptions is continuous payout. Below is a list ofmultiple dividends stock option;fourth, Bos volatility
summary to deal with the problem:first, Escrowedadjustment model, a even more sophiscated model
dividend model, which is the simplest and the leastthan Haug & Haug, but still, it performs poorly for
accurate way as a result. The basic idea of Escrowedlarge dividends or long term options;fifth, Lattice
dividend model is to adjust the current stock price bymethod, for example, non-recombining binomial tree
deducting the present value of future dividends, andintroduced in the bible book Options, Futures, and Other
plug in the replaced stock price to Black ScholesDerivatives, we all know it is time-consuming;finally,
formula;second, Chriss volatility adjustment model,Haug, Haug and Lewis method introduced in the
besides replacing current stock price, this modelabove-mentioned paper, the basic idea is to calculate
adjusts volatility as well because the Escrowedfirst the ex-dividend option price by Black Scholes
dividend model alone decreases the absolute pricemodel, then discount back the ex-dividend value under
standard deviation, hence underestimates an option'sequivalent martingale measure. The authors
value. However, Chriss model yields too high volatility ifdemonstrate the high accuracy of their model with
the dividend is paid out early in the option's lifetime,several examples afterwards.