Can outstanding dividend payments be estimated by American options?

Sascha Desmettre, Sarah Grün and Ralf Korn

Quantitative Finance, 2018, vol. 18, issue 9, 1437-1446

Abstract: Based on historical market data for American options on a stock and no-arbitrage bounds on future dividends they can!

Date: 2018
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DOI: 10.1080/14697688.2017.1401226

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