A NOTE ON AN ANALYTICAL VALUATION FORMULA FOR UNPROTECTED AMERICAN CALL OPTIONS ON STOCKS WITH KNOWN DIVIDENDS

被引：93

作者：

GESKE, R

机构：

[1] University of California, Los Angeles

来源：

JOURNAL OF FINANCIAL ECONOMICS | 1979年 / 7卷 / 04期

关键词：

D O I：

10.1016/0304-405X(79)90004-7

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

This note provides simple analytic formulas for the value of an American call option on a stock with known dividends. © 1979.

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页码：375 / 380

页数：6

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