VALUATION OF AMERICAN CALL OPTIONS ON DIVIDEND-PAYING STOCKS - EMPIRICAL TESTS

被引：123
|
作者：
WHALEY, RE
机构：
来源：
JOURNAL OF FINANCIAL ECONOMICS | 1982年 / 10卷 / 01期
关键词：
D O I：
10.1016/0304-405X(82)90029-0
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
引用
收藏
页码：29 / 58
页数：30
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  • [9] ON THE VALUATION OF AMERICAN CALL OPTIONS ON STOCKS WITH KNOWN DIVIDENDS - COMMENTS
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    [J]. ANNALS OF APPLIED PROBABILITY, 2003, 13 (02): : 800 - 815
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