About a-team Marketing Services
The knowledge platform for the financial technology industry
The knowledge platform for the financial technology industry

A-Team Insight Blogs

Pricing Partners Delivers Models for Stochastic Dividends

Subscribe to our newsletter

Pricing Partners announced today that its derivatives pricing library, Price-it library, now contains models for stochastic dividends.

Products on dividends, like options on non accrued Euro Stoxx 50 dividends, were actively promoted by Eurex for the two consecutive years. Indeed, the current crisis pushed derivatives towards simplicity in terms of payoff, meanwhile, introduced new underlyings. Dividend is one of them. Using stochastic dividends is not only recommended to price accurate option on dividends, but also to change prices on exotic dividend swaps with some barrier features.

Eric Benhamou, CEO of Pricing Partners, comments: “Models with stochastic behavior on dividends allows our client pricing options on dividends more accurately. Pricing Partners’ philosophy is to cope rapidly with product innovation and to continue to be the one stop valuation shop where one can price virtually anything.”

Subscribe to our newsletter

Related content

WEBINAR

Recorded Webinar: Strategies and solutions for unlocking value from unstructured data

Unstructured data accounts for a growing proportion of the information that capital markets participants are using in their day-to-day operations. Technology – especially generative artificial intelligence (GenAI) – is enabling organisations to prise crucial insights from sources – such as social media posts, news articles and sustainability and company reports – that were all but...

BLOG

Implementing and Understanding Modern Data Architectures: Webinar Preview

The evolution of data use by financial institutions has been accompanied by ever-changing challenges to its management. With technologies such as artificial intelligence enabling firms to prise greater value from their data and to subject it to greater utilisation, a new set of data management practices have emerged. These modern data architectures regard data as...

EVENT

Data Management Summit New York City

Now in its 15th year the Data Management Summit NYC brings together the North American data management community to explore how data strategy is evolving to drive business outcomes and speed to market in changing times.

GUIDE

AI in Capital Markets: Practical Insight for a Transforming Industry – Free Handbook

AI is no longer on the horizon – it’s embedded in the infrastructure of modern capital markets. But separating real impact from inflated promises requires a grounded, practical understanding. The AI in Capital Markets Handbook 2025 provides exactly that. Designed for data-driven professionals across the trade life-cycle, compliance, infrastructure, and strategy, this handbook goes beyond...