能否用美式期权估计未付股息?

Can outstanding dividend payments be estimated by American options?

Quantitative Finance · 2018
被引 0
ABS 3

中文导读

基于股票美式期权的历史市场数据和无套利边界,研究了能否估计未来股息,发现可行。

Abstract

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

金融经济学期权定价股息政策无套利定价