DIVIDENDS AND UNCERTAINTY: EVIDENCE FROM THE ITALIAN MARKET

DOI10.1142/S0219024904002323zbMath1119.91318OpenAlexW2054910749MaRDI QIDQ5696887

Francesca Beccacece, Anna Battauz

Publication date: 19 October 2005

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219024904002323

zbMATH Keywords

Bayesian analysisno arbitragestochastic jumpsdiscrete dividends

Mathematics Subject Classification ID

Related Items (1)

Optimal stopping and American options with discrete dividends and exogenous risk

Cites Work

• Dividend forecast biases in index option valuation
• A note on the terminal date security prices in a continuous time trading model with dividends
• Quadratic hedging for asset derivatives with discrete stochastic dividends.
• American options with stochastic dividends and volatility: a nonparametric investigation

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