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Estimating discrete dividends by no-arbitrage - MaRDI portal

Estimating discrete dividends by no-arbitrage (Q4555077)

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scientific article; zbMATH DE number 6981191
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English
Estimating discrete dividends by no-arbitrage
scientific article; zbMATH DE number 6981191

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    Estimating discrete dividends by no-arbitrage (English)
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    19 November 2018
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    dividends
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    arbitrage
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    put-call parity
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    market-implied discount curve
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