A note on an analytical valuation formula for unprotected American call options on stocks with known dividends
- 1 December 1979
- journal article
- research article
- Published by Elsevier in Journal of Financial Economics
- Vol. 7 (4) , 375-380
- https://doi.org/10.1016/0304-405x(79)90004-7
Abstract
No abstract availableKeywords
This publication has 9 references indexed in Scilit:
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- Taxes and the Pricing of OptionsThe Journal of Finance, 1976
- Options and EfficiencyThe Quarterly Journal of Economics, 1976
- The Pricing of Options and Corporate LiabilitiesJournal of Political Economy, 1973
- Theory of Rational Option PricingThe Bell Journal of Economics and Management Science, 1973
- Computer Evaluation of the Multivariate Normal IntegralTechnometrics, 1972