Title:

Discrete Dividends and the FTSE-100 Index Options Valuation

Authors:

Nelson Areal (U Minho)
Artur Rodrigues (U Minho)

Journal:

Quantitative Finance

Year:

2014

Volume:

14

Pages:

1765-1784

JEL codes:

G13 - Contingent Pricing; Futures Pricing
G35 - Payout Policy