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Can outstanding dividend payments be estimated by American options? |
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| Authors: | Sascha Desmettre Ralf Korn |
| Institution: | 1. Institute of Stochastics, Karlsruhe Institute of Technology (KIT) , Englerstra?e 2, 76131, Karlsruhe, Germany.;2. Department of Mathematics, University of Kaiserslautern , Erwin-Schr?dinger-Stra?e, 67663, Kaiserslautern, Germany.;3. Fraunhofer Institute for Industrial Mathematics (ITWM) , Fraunhofer-Platz 1, 67663, Kaiserslautern, Germany. |
| Abstract: | Based on historical market data for American options on a stock and no-arbitrage bounds on future dividends they can! |
| Keywords: | |