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I was wondering if you could give me some direction? I am an option trader interested in developing an option model for a very specific purpose in my trading. I am trading stock equity options in America. I am using the Bachelier model, again for a very specific type of trade. I am wanting to give the model the capability of accounting for dividends. Now comes the problem I am looking for a closed formula on the dividends as the open formula requires too many computing resources. I am told this can be done but it will require someone with a very high level of math skills. Can you direct me to someone you have a high confidence in solving my problem? Thank you for you time cheers
I was wondering if you could give me some direction? I am an option trader interested in developing an option model for a very specific purpose in my trading. I am trading stock equity options in America. I am using the Bachelier model, again for a very specific type of trade. I am wanting to give the model the capability of accounting for dividends. Now comes the problem I am looking for a closed formula on the dividends as the open formula requires too many computing resources. I am told this can be done but it will require someone with a very high level of math skills. Can you direct me to someone you have a high confidence in solving my problem? Thank you for you time cheers