ANALYTIC VALUATION FORMULA FOR UNPROTECTED AMERICAN CALL OPTIONS ON STOCKS WITH KNOWN DIVIDENDS

[1] PRICING OF OPTIONS AND CORPORATE LIABILITIES [J]. JOURNAL OF POLITICAL ECONOMY, 1973, 81 (03) : 637 - 654

[2] Black F., 1975, FINANCIAL ANAL J, V31, P61

[3] Black F., 1975, FINANCIAL ANAL J, V31, P36, DOI DOI 10.2469/FAJ.V31.N4.36

[4] VALUATION OF OPTIONS FOR ALTERNATIVE STOCHASTIC-PROCESSES [J]. JOURNAL OF FINANCIAL ECONOMICS, 1976, 3 (1-2) : 145 - 166

[5] GESKE R, 1975, PRICING OPTIONS STOC

[6] GESKE R, 1976, VALUATION COMPOUND O

[7] THEORETICAL AND EMPIRICAL-INVESTIGATION OF DUAL PURPOSE FUNDS - APPLICATION OF CONTINGENT-CLAIMS ANALYSIS [J]. JOURNAL OF FINANCIAL ECONOMICS, 1976, 3 (1-2) : 83 - 123

[8] THEORY OF RATIONAL OPTION PRICING [J]. BELL JOURNAL OF ECONOMICS, 1973, 4 (01): : 141 - 183

[9] OPTION PRICING WHEN UNDERLYING STOCK RETURNS ARE DISCONTINUOUS [J]. JOURNAL OF FINANCIAL ECONOMICS, 1976, 3 (1-2) : 125 - 144

[10] RUBINSTEIN M, 1977, BELL J ECONOMICS, V7, P407

[1] PRICING OF OPTIONS AND CORPORATE LIABILITIES [J]. JOURNAL OF POLITICAL ECONOMY, 1973, 81 (03) : 637 - 654

[2] Black F., 1975, FINANCIAL ANAL J, V31, P61

[3] Black F., 1975, FINANCIAL ANAL J, V31, P36, DOI DOI 10.2469/FAJ.V31.N4.36

[4] VALUATION OF OPTIONS FOR ALTERNATIVE STOCHASTIC-PROCESSES [J]. JOURNAL OF FINANCIAL ECONOMICS, 1976, 3 (1-2) : 145 - 166

[5] GESKE R, 1975, PRICING OPTIONS STOC

[6] GESKE R, 1976, VALUATION COMPOUND O

[7] THEORETICAL AND EMPIRICAL-INVESTIGATION OF DUAL PURPOSE FUNDS - APPLICATION OF CONTINGENT-CLAIMS ANALYSIS [J]. JOURNAL OF FINANCIAL ECONOMICS, 1976, 3 (1-2) : 83 - 123

[8] THEORY OF RATIONAL OPTION PRICING [J]. BELL JOURNAL OF ECONOMICS, 1973, 4 (01): : 141 - 183

[9] OPTION PRICING WHEN UNDERLYING STOCK RETURNS ARE DISCONTINUOUS [J]. JOURNAL OF FINANCIAL ECONOMICS, 1976, 3 (1-2) : 125 - 144

[10] RUBINSTEIN M, 1977, BELL J ECONOMICS, V7, P407