The Pricing of Options with Stochastic Dividend Yield
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Bibliographic InfoArticle provided by American Finance Association in its journal Journal of Finance.
Volume (Year): 33 (1978)
Issue (Month): 2 (May)
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- Rodriguez, J.C., 2007. "Option Pricing and Momentum," Discussion Paper 2007-93, Tilburg University, Center for Economic Research.
- 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.
- Laitenberger, Jörg & Löffler, Andreas, 2002. "Capital Budgeting in Arbitrage-Free Markets," Diskussionspapiere der Wirtschaftswissenschaftlichen FakultÃ¤t der Leibniz UniversitÃ¤t Hannover dp-258, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
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