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Quantitative Finance · Glossaire

Qu'est-ce que « Mixed dividend model » ?

Definition 5.6 Derivatives and Volatility · Chapitre 5 — Dividends, Borrow and Forwards

A mixed dividend model treats near dividends as cash amounts, announced or forecast with confidence, and dividends beyond a horizon (one to two years) as proportional to the share price, blending the two over a transition period.

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