18 reputation
2
bio website
location
age
visits member for 1 year, 9 months
seen Sep 4 '13 at 16:25

Feb
14
comment Multiple Discrete Dividends
Freddy, thank you very much for taking the time to answer the question. Your answer gave me what all of the academic papers seem to lack. I'll continue projecting forward the past information and see what some of the data vendors have to offer.
Feb
14
awarded  Scholar
Feb
14
accepted Multiple Discrete Dividends
Feb
13
comment Multiple Discrete Dividends
Thanks, Haug's paper you've linked is effectively chapter 9 of his book. The models therein allow you to apply known future dividend payouts. That's understood, what I'm not seeing addressed is the fact that typically a company paying regular dividends won't declare that far out, usually just a quarter ahead. So the question then, is the inputs to those models. Should one project forward past dividends. If the option contract has one year to exp and the company has only declared the Q1 dividends should the previous years Q2,Q3,Q4 dividends be applied (albeit with the year changed).
Feb
13
awarded  Student
Feb
13
asked Multiple Discrete Dividends