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HungLo
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Joined: November 12th, 2003, 7:45 am

dividends

November 17th, 2003, 11:03 am

how can u hedge short and long-dated dividend rho risk in an index options book?
 
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mikur
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Joined: July 14th, 2002, 3:00 am

dividends

November 18th, 2003, 7:21 am

Did you search toward Stochastic dividends Scheme?