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While performing a montecarlo simulation of stock prices using the milstein scheme is it possible to take into account the dividend yield into the simulation itself somehow, if we are given a continuous dividend yield?

Or is this something that has to be considered while valuing various derivatives using those simulated paths?

Am fairly new to quant finance, so pardon me if this turns out to be a stupid question.

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you build the dividend yield directly into your pricing model and evolve the paths. The derivatives will be priced off the final model. –  Matt Wolf Jan 7 at 14:50
    
Thanks, thats what I thought. Did that. –  AMM Jan 14 at 17:08
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