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Pricing options on a stock that pays discrete dividends has not been satisfactorily. According to Frishling 2002, the stock price with discrete dividends has. Key words : weak convergence, incomplete market, option pricing, minimal martin- gale measure, discrete rebalancing, marked point process. Ematics: the optimal pricing and exercise of a perpetual American options contract. A simpler definition applies when considering discrete random variables: Definition 3.

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