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Comparison of Puts Adjusted for Cash Dividends

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Abstract

Figure 2. Option price for an American put on a stock paying dividends. Dividend yields are paid continuously at a rate q. Critical prices are $63.2 and $31.6 for r = 10%, q =4% and r = 4%, q = 10 % respectively. 24 Figure 1. Option price for an American put on a stock paying no dividends. The symbols have their standard meaning. Critical prices are $66.8 and $56.3 for time to maturitie

Year: 2011
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