A note on an analytical valuation formula for unprotected American call options on stocks with known dividends
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Financial Economics.
Volume (Year): 7 (1979)
Issue (Month): 4 (December)
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Web page: http://www.elsevier.com/locate/inca/505576
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- Battauz, A. & Pratelli, M., 2004. "Optimal stopping and American options with discrete dividends and exogenous risk," Insurance: Mathematics and Economics, Elsevier, vol. 35(2), pages 255-265, October.
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