Stock option contract adjustments: The case of special dividends
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More about this item
KeywordsStock option; Special dividend; Contract adjustment; Displaced diffusion process; Nested binomial lattices;
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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