✦ LIBER ✦

Closed-form valuation of American call options on stocks paying multiple dividends

✍ Scribed by D. Cassimon; P.J. Engelen; L. Thomassen; M. Van Wouwe

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On the valuation of American call option

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

An analytic valuation formula for unprot

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

A note on an analytical valuation formul

✍ Robert Geske 📂 Article 📅 1979 🏛 Elsevier Science 🌐 English ⚖ 310 KB

Analytic approximation for the valuation

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