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I consider pricing and risk analysis of derivatives on dividends of the members of equity indices (such as Dow Jones EuroStoxx). There are options but I focus on futures.

  1. What are the main risk factors for dividends?
  2. Which quantitative factors do you consider in the context of derivatives on dividends?

I found a nice presentation by B├╝hler of JPMorgan but who has further references, experiences, comments?

Note that stochastic models for derivatives on dividends are covered in this question.

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