Dimitri Sluys

JPMorgan Chase

Quantitative Research

EDG QR 2/F

2 Aldermanbury

London, EC2V 7RF

United Kingdom

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Stochastic Proportional Dividends

Number of pages: 22 Posted: 12 Nov 2010 Last Revised: 19 Nov 2018
JP Morgan, JP Morgan Chase and JPMorgan Chase
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Citation 7

Abstract:

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