Can outstanding dividend payments be estimated by American options?-Reference-Cited by-同舟云学术

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Can outstanding dividend payments be estimated by American options?

Published:2018-02-05 Issue:9 Volume:18 Page:1437-1446
ISSN:1469-7688
Container-title:Quantitative Finance
language:en
Short-container-title:Quantitative Finance

Author:

Desmettre Sascha¹²,Grün Sarah³,Korn Ralf³²

Affiliation:

1. Institute of Stochastics, Karlsruhe Institute of Technology (KIT) , Englerstraße 2, 76131, Karlsruhe, Germany.

2. Department of Mathematics, University of Kaiserslautern , Erwin-Schrödinger-Straße, 67663, Kaiserslautern, Germany.

3. Fraunhofer Institute for Industrial Mathematics (ITWM) , Fraunhofer-Platz 1, 67663, Kaiserslautern, Germany.

Funder

Deutsche Forschungsgemeinschaft

Fraunhofer Society for the Advancement of Applied Research

Publisher

Informa UK Limited

Subject

General Economics, Econometrics and Finance,Finance

Link

https://www.tandfonline.com/doi/pdf/10.1080/14697688.2017.1401226

Reference17 articles.

1. Asset Pricing Under Endogenous Expectations in an Artificial Stock Market

2. Dividend Surprises Inferred from Option and Stock Prices

3. The valuation of American call options and the expected ex-dividend stock price decline

4. Consistent Modeling of Discrete Cash Dividends

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