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On Valuing American Call Options with the Black-Scholes European Formula

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Author Info
Geske, Robert
Roll, Richard
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Article provided by American Finance Association in its journal Journal of Finance.

Volume (Year): 39 (1984)
Issue (Month): 2 (June)
Pages: 443-55
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Handle: RePEc:bla:jfinan:v:39:y:1984:i:2:p:443-55

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  1. Feng Dai & Feng Han, 2004. "Optimal Choice Models for Executing Time to American Options," Finance 0412016, EconWPA. [Downloadable!]
  2. Feng Dai & Zifu Qin, 2004. "Df Structure Models For Options Pricing," Finance 0403005, EconWPA. [Downloadable!]
    Other versions:
  3. Feng Dai, 2005. "The DF Structure Models for Options Pricing On the Dividend- Paying and Capital-Splitting," Finance 0508012, EconWPA. [Downloadable!]
    Other versions:
  4. Feng Dai & Dongkai Zhai & Zifu Qin, 2005. "The Structure Models for Futures Options Pricing and Related Researches," International Finance 0503010, EconWPA. [Downloadable!]
    Other versions:
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This page was last updated on 2008-11-26.


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