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The Brazilian stock exchange (B3) has long used a strike-only adjustment toaccount for dividends in its listed equity options. This adjustment still makesit necessary to account for discrete dividends when pricing either calls orputs. This work presents a numerical procedure, based on the fast Laplacetransform and its inverse, a procedure that can efficiently compute theBrazilian listed options' premium and the Greeks delta, gamma, and theta withhigh accuracy.

Brazilian listed options with discrete dividends and the fast Laplace transform