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Document type:
Zeitschriftenaufsatz 
Author(s):
Bernhart, G.; Mai, J.-F. 
Non-TUM Co-author(s):
nein 
Cooperation:
Title:
Consistent Modeling of Discrete Cash Dividends 
Abstract:
Based on the general idea of considering the stock price as the sum over all future expected discounted dividends, a flexible approach for the modeling of discrete cash dividends is developed. From a theoretical perspective, such a viewpoint automatically implies an arbitrage-free modeling approach and allows for embedding almost any kind of commonly applied stock price model and dividend specification. The practical implications are discussed and a tractable pricing framework is presented. Fina...    »
 
Intellectual Contribution:
Discipline-based Research 
Journal title:
working paper 
Year:
2012 
Pages contribution:
Reviewed:
nein 
Language:
en 
Status:
Erstveröffentlichung 
Format:
Text 
Key publication:
Nein 
Peer reviewed:
Nein 
International:
Ja 
Book review:
Nein 
Commissioned:
not commissioned 
Professional Journal:
Nein 
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