𝔖 Bobbio Scriptorium
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On Valuing American Call Options with the Black-Scholes European Formula

✍ Scribed by Robert Geske and Richard Roll


Book ID
121216961
Publisher
John Wiley and Sons
Year
1984
Tongue
English
Weight
284 KB
Volume
39
Category
Article
ISSN
0022-1082

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


American vs. European options on the val
✍ Nusret Cakici; T. Hanan Eytan; Giora Harpaz πŸ“‚ Article πŸ“… 1988 πŸ› John Wiley and Sons 🌐 English βš– 797 KB

he Value Line Composite Index (VLCI) is an equally weighted geometric T average of close to 1700 stock prices (1500 industrials 180 utilities and 20 rails). It covers the majority of New York Stock Exchange (NYSE) stocks, a portion of the American Stock Exchange and Over-The-Counter stocks and some