Analysis of the sensitivity to discrete dividends : A new approach for pricing vanillas
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References listed on IDEAS
- Jensen, Michael C. & Meckling, William H., 1976. "Theory of the firm: Managerial behavior, agency costs and ownership structure," Journal of Financial Economics, Elsevier, vol. 3(4), pages 305-360, October.
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KeywordsEquity options; discrete dividends;
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