ANALYTIC VALUATION FORMULA FOR UNPROTECTED AMERICAN CALL OPTIONS ON STOCKS WITH KNOWN DIVIDENDS

被引：170

作者：

ROLL, R

机构：

来源：

关键词：

D O I：

10.1016/0304-405X(77)90021-6

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：251 / 258

页数：8

共 12 条

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INGERSOLL, JE .

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RUBINSTEIN M, 1977, BELL J ECONOMICS, V7, P407