Anissa Stephanie Dhouibi

JP Morgan Chase

London

United Kingdom

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Stochastic Proportional Dividends

Number of pages: 22 Posted: 12 Nov 2010 Last Revised: 19 Nov 2018
Hans Buehler, Anissa Stephanie Dhouibi and Dimitri Sluys
XTX Markets, JP Morgan Chase and JPMorgan Chase
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Citation 6

Abstract:

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Options on Dividends, Stochastic Dividends, Dividend Yield, Dividend-Linked Derivatives