Dividend derivatives (Q4957231): Difference between revisions

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+Arbitrage Theory in Continuous Time
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+American options with stochastic dividends and volatility: a nonparametric investigation
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+Q4870543
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+Q4230831
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+Dividend forecast biases in index option valuation
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+Estimating discrete dividends by no-arbitrage
@@ Property / cites work: Estimating discrete dividends by no-arbitrage / rank @@
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+A Jump-Diffusion Model for Option Pricing
@@ Property / cites work: A Jump-Diffusion Model for Option Pricing / rank @@
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+Stochastic dividend yields and derivatives pricing in complete markets
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+Q4794152
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+Investment under alternative return assumptions
@@ Property / cites work: Investment under alternative return assumptions / rank @@
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+Maximum likelihood estimation of the double exponential jump-diffusion process
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+Stochastic calculus for finance. II: Continuous-time models.
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+On the non-equilibrium density of geometric mean reversion
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+An Asymptotic Theory of Growth Under Uncertainty
@@ Property / cites work: An Asymptotic Theory of Growth Under Uncertainty / rank @@
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