Over-the-Counter Option Market Dividend Protection and "Biases" in the Black-Scholes Model: A Note
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Bibliographic InfoArticle provided by American Finance Association in its journal Journal of Finance.
Volume (Year): 38 (1983)
Issue (Month): 4 (September)
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- Brown, Robert L. & Easton, Stephen A. & Lalor, Paul A., 1995. "A note on the effects of contract adjustments on the prices of put and call options," Journal of Banking & Finance, Elsevier, vol. 19(5), pages 937-948, August.
- Ren-Raw Chen & Oded Palmon, 2005. "A Non-Parametric Option Pricing Model: Theory and Empirical Evidence," Review of Quantitative Finance and Accounting, Springer, vol. 24(2), pages 115-134, January.
- Chung, Huimin & Lee, Chin-Shen & Wu, Soushan, 2002. "The effects of model errors and market imperfections on financial institutions writing derivative warrants: Simulation evidence from Taiwan," Pacific-Basin Finance Journal, Elsevier, vol. 10(1), pages 55-75, January.
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