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A closed-form formula for unprotected American call options on assets paying discrete known dividends
Thomassen, Liesbeth (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002212079
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Early option exercise : never say never
Pedersen, Lasse Heje; Jensen, Mads Vestergaard - 2015
Persistent link: https://www.econbiz.de/10011441359
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Can outstanding dividend payments be estimated by American options?
Desmettre, Sascha; Grün, Sarah; Korn, Ralf - In: Quantitative finance 18 (2018) 9, pp. 1437-1446
Persistent link: https://www.econbiz.de/10011913129
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Early option exercise : never say never
Jensen, Mads Vestergaard; Pedersen, Lasse Heje - In: Journal of financial economics 121 (2016) 2, pp. 278-299
Persistent link: https://www.econbiz.de/10011590728
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The predictive power of the dividend risk premium
Avino, Davide E.; Stancu, Andrei; Wese Simen, Chardin - In: Journal of financial and quantitative analysis : JFQA 56 (2021) 8, pp. 2843-2869
Persistent link: https://www.econbiz.de/10012705194
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A model-free term structure of U.S. dividend premiums
Ulrich, Maxim; Florig, Stephan; Seehuber, Ralph - In: The review of financial studies 36 (2023) 3, pp. 1289-1318
Persistent link: https://www.econbiz.de/10014228803
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Does the option market produce superior forecasts of noise-corrected volatility measures?
Martin, Gael M.; Reidy, Andrew; Wright, Jill - In: Journal of applied econometrics 24 (2009) 1, pp. 77-104
Persistent link: https://www.econbiz.de/10003807531
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Does the option market produce superior forecasts of noise-corrected volatility measures?
Martin, Gael M.; Reidy, Andrew; Wright, Jill - 2007
Persistent link: https://www.econbiz.de/10003486448
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Ex-dividend arbitrage in option markets
Hao, Jia; Kalay, Avner; Mayhew, Stewart - In: The review of financial studies 23 (2010) 1, pp. 271-303
Persistent link: https://www.econbiz.de/10003941643
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Numerical Solution of European Call Option with Dividends and Variable Volatility
2012
premium decreases as strike price and dividend increases but it increases as rate of interest and time of maturities increases …. Hence call option is more profitable for a long maturity, high interest rate and low dividend …
Persistent link: https://www.econbiz.de/10014174437