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    • Pricing of single stock futures and dividend risk 

      Venter, Emmerentia Hendrika Antoinetta; Swart, B. (Investement Analyst Society of South Africa, 2011)
      In this paper we consider the fair pricing of single stock futures (SSFs) and the effect of dividend risk on the dividend compensation component in the pricing formulas. SSF valuation is subject to the pricing of discrete ...