ON VALUING AMERICAN CALL OPTIONS WITH THE BLACK-SCHOLES EUROPEAN FORMULA

被引：40

作者：

GESKE, R

ROLL, R

机构：

来源：

JOURNAL OF FINANCE | 1984年 / 39卷 / 02期

关键词：

D O I：

10.1111/j.1540-6261.1984.tb02319.x

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：443 / 455

页数：13

共 16 条

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[7] OVER-THE-COUNTER OPTION MARKET DIVIDEND PROTECTION AND BIASES IN THE BLACK-SCHOLES MODEL - A NOTE [J].

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[8]

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[9] EMPIRICAL-EXAMINATION OF THE BLACK-SCHOLES CALL OPTION PRICING MODEL [J].

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[10] THEORY OF RATIONAL OPTION PRICING [J].

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