THE AMERICAN PUT OPTION VALUED ANALYTICALLY

被引：318

作者：

GESKE, R ^{[1
]}

JOHNSON, HE ^{[1
]}

机构：

[1] LOUISIANA STATE UNIV,BATON ROUGE,LA 70803

来源：

JOURNAL OF FINANCE | 1984年 / 39卷 / 05期

关键词：

D O I：

10.2307/2327741

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：1511 / 1524

页数：14

共 20 条

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[3]

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GESKE, R .

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[8] VALUATION OF CORPORATE LIABILITIES AS COMPOUND OPTIONS [J].

GESKE, R .

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[9] A NOTE ON AN ANALYTICAL VALUATION FORMULA FOR UNPROTECTED AMERICAN CALL OPTIONS ON STOCKS WITH KNOWN DIVIDENDS [J].

GESKE, R .

JOURNAL OF FINANCIAL ECONOMICS, 1979, 7 (04) :375-380

[10]

GESKE R, 1985, UNPUB J BANKING FINA

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