On Valuing American Call Options with the Black-Scholes European Formula

• 1 June 1984
• journal article
• Published by JSTOR in The Journal of Finance
• Vol. 39  (2) , 443-455
• https://doi.org/10.2307/2327870

Abstract

Keywords

• CALL OPTIONS
• OPTION PRICING
• BLACK
• SCHOLES EUROPEAN FORMULA
• EXERCISE
• PRICE
• AMERICAN CALL