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The Pricing of Options with Stochastic Dividend Yield

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  • Geske, Robert

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Bibliographic Info

Article provided by American Finance Association in its journal Journal of Finance.

Volume (Year): 33 (1978)
Issue (Month): 2 (May)
Pages: 617-25

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Handle: RePEc:bla:jfinan:v:33:y:1978:i:2:p:617-25

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Cited by:
  1. Trigeorgis, Lenos, 1996. "Evaluating leases with complex operating options," European Journal of Operational Research, Elsevier, vol. 91(2), pages 315-329, June.
  2. Myers, Stewart C. & Majd, Saman., 1983. "Calculating abandonment value using option pricing theory," Working papers 1462-83., Massachusetts Institute of Technology (MIT), Sloan School of Management.
  3. Laitenberger, Jörg & Löffler, Andreas, 2002. "Capital Budgeting in Arbitrage-Free Markets," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover dp-258, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  4. Delianedis, Gordon & Geske, Robert, 1998. "Credit Risk and Risk Neutral Default Probabilities: Information About Migrations and Defaults," University of California at Los Angeles, Anderson Graduate School of Management qt7dm2d31p, Anderson Graduate School of Management, UCLA.
  5. Rodriguez, J.C., 2007. "Option Pricing and Momentum," Discussion Paper 2007-93, Tilburg University, Center for Economic Research.

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