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Article
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
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