✦ LIBER ✦

A note on an analytical valuation formula for unprotected American call options on stocks with known dividends

✍ Scribed by Robert Geske

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

An analytic valuation formula for unprot

✍ Richard Roll 📂 Article 📅 1977 🏛 Elsevier Science 🌐 English ⚖ 473 KB

On the valuation of American call option

✍ Robert E. Whaley 📂 Article 📅 1981 🏛 Elsevier Science 🌐 English ⚖ 262 KB

Analytic approximation for the valuation

✍ Edwin O. Fischer 📂 Article 📅 1993 🏛 Elsevier Science 🌐 English ⚖ 697 KB