ON THE VALUATION OF AMERICAN CALL OPTIONS ON STOCKS WITH KNOWN DIVIDENDS

被引:97
作者
WHALEY, RE
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D O I
10.1016/0304-405X(81)90013-1
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
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页码:207 / 211
页数:5
相关论文
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[5]   A NOTE ON AN ANALYTICAL VALUATION FORMULA FOR UNPROTECTED AMERICAN CALL OPTIONS ON STOCKS WITH KNOWN DIVIDENDS [J].
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