La prise en compte des dividendes dans l'évaluation d'options sur indice
(2001) Revue Bancaire et Financière — Vol. 5, p. 292-300 (2001)
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- Authors
- Abstract
- (en) This paper analyzes how dividends can affect option prices. With a numerical example, alterna-tive methods are compared in their ability to account for the dividend effect. The sensibility to the amount of the dividend payments and their timing is also studied.
- Affiliations
Louvain School of Management Accounting & Finance
Citations
De Winne, R., Meurisse, B., & François-Heude, A. (2001). La prise en compte des dividendes dans l’évaluation d’options sur indice. Revue Bancaire et Financière, 5, 292-300. https://hdl.handle.net/2078.5/72577 (Original work published 2001)