Dividend predicting using put-call parity
Year of publication: |
1994
|
---|---|
Authors: | Brooks, Raymond M. |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 3.1994, 4, p. 373-392
|
Subject: | Dividende | Dividend | Optionspreistheorie | Option pricing theory | Prognoseverfahren | Forecasting model | Theorie | Theory | USA | United States | 1982-1983 |
-
Financial decision-making under distribution uncertainty
Kacperczyk, Marcin, (2004)
-
Lévy risk model with two-sided jumps and a barrier dividend strategy
Bo, Lijun, (2012)
-
On barrier strategy dividends with Parisian implementation delay for classical surplus processes
Dassios, Angelos, (2009)
- More ...
-
Financial management : core concepts
Brooks, Raymond M., (2010)
-
Emerging from bankruptcy with when-issued trading
Brooks, Raymond M., (2012)
-
What makes when-issued trading attractive to financial markets?
Brooks, Raymond M., (2014)
- More ...