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On Valuing American Call Options with the Black-Scholes European Formula
Home
Publications
On Valuing American Call Options with the Black-Scholes European Formula
On Valuing American Call Options with the Black-Scholes European Formula
RG
Robert Geske
Robert Geske
RR
Richard Roll
Richard Roll
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1 June 1984
journal article
Published by
JSTOR
in
The Journal of Finance
Vol. 39
(2)
,
443-455
https://doi.org/10.2307/2327870
Abstract
No abstract available
Keywords
CALL OPTIONS
OPTION PRICING
BLACK
SCHOLES EUROPEAN FORMULA
EXERCISE
PRICE
AMERICAN CALL
Cited by 23 articles