Has anyone got any more up to date papers along the lines of the following?

Ex-dividend Arbitrage in Option Markets by Jia Hao, Avner Kalay, Stewart Mayhew, Rev Fin Stud 2010 https://en-coller.tau.ac.il/sites/nihul_en.tau.ac.il/files/RP_170_Kalay.pdf



Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Browse other questions tagged or ask your own question.