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Adjusting Option Contracts to Reflect Capitalisation Changes

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  • Robert L. Brown

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  • Robert L. Brown, 1989. "Adjusting Option Contracts to Reflect Capitalisation Changes," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 16(2), pages 247-254, March.
    • Handle: RePEc:bla:jbfnac:v:16:y:1989:i:2:p:247-254
    DOI: 10.1111/j.1468-5957.1989.tb00016.x
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    References listed on IDEAS

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    1. Robert C. Merton, 2005. "Theory of rational option pricing," World Scientific Book Chapters, in: Sudipto Bhattacharya & George M Constantinides (ed.), Theory Of Valuation, chapter 8, pages 229-288, World Scientific Publishing Co. Pte. Ltd..
    2. Black, Fischer & Scholes, Myron S, 1973. "The Pricing of Options and Corporate Liabilities," Journal of Political Economy, University of Chicago Press, vol. 81(3), pages 637-654, May-June.
    3. Whaley, Robert E., 1981. "On the valuation of American call options on stocks with known dividends," Journal of Financial Economics, Elsevier, vol. 9(2), pages 207-211, June.
    4. Patell, James M. & Wolfson, Mark A., 1979. "Anticipated information releases reflected in call option prices," Journal of Accounting and Economics, Elsevier, vol. 1(2), pages 117-140, August.
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