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Can outstanding dividend payments be estimated by American options?
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2018
Journal Article
Title
Can outstanding dividend payments be estimated by American options?
Abstract
Based on historical market data for American options on a stock and no-arbitrage bounds on future dividends they can!.
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Author(s)
Desmettre, S.
Grün, S.
Korn, R.
Journal
Quantitative finance
DOI
10.1080/14697688.2017.1401226
Language
English
Fraunhofer-Institut für Techno- und Wirtschaftsmathematik ITWM