Discrete dividends and the FTSE-100 index options valuation

Discrete dividends and the FTSE-100 index options valuation

Areal, Nelson, Rodrigues, Artur
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Volume:
14
Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697688.2011.618457
Date:
October, 2014
File:
PDF, 683 KB
english, 2014
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