An analytic valuation formula for unprotected American call options on stocks with known dividends
- 1 November 1977
- journal article
- Published by Elsevier in Journal of Financial Economics
- Vol. 5 (2) , 251-258
- https://doi.org/10.1016/0304-405x(77)90021-6
Abstract
No abstract availableKeywords
This publication has 9 references indexed in Scilit:
- The valuation of options for alternative stochastic processesPublished by Elsevier ,2002
- The valuation of warrants: Implementing a new approachJournal of Financial Economics, 1977
- Option pricing: A reviewJournal of Financial Economics, 1976
- A theoretical and empirical investigation of the dual purpose funds: An application of contingent-claims analysisJournal of Financial Economics, 1976
- The Valuation of Uncertain Income Streams and the Pricing of OptionsThe Bell Journal of Economics, 1976
- Option pricing when underlying stock returns are discontinuousJournal of Financial Economics, 1976
- Fact and Fantasy in the Use of OptionsCFA Magazine, 1975
- The Pricing of Options and Corporate LiabilitiesJournal of Political Economy, 1973
- Theory of Rational Option PricingThe Bell Journal of Economics and Management Science, 1973