Concepedia

An analytic valuation formula for unprotected American call options on stocks with known dividends

Richard Roll

Journal of Financial Economics · 1977 · 384 citations · 11 references

DOI

Concepts

References

11

The Pricing of Options and Corporate Liabilities

Fischer Black, Myron S. Scholes · Journal of Political Economy · 1973 · 29.4K citations

, , +13

Option pricing when underlying stock returns are discontinuous

Robert C. Merton · Journal of Financial Economics · 1976 · 6.1K citations · Full text

, , +16

The valuation of options for alternative stochastic processes

John C. Cox, Stephen A. Ross · Journal of Financial Economics · 1976 · 3K citations

, , +12

The Valuation of Uncertain Income Streams and the Pricing of Options

Mark Rubinstein · The Bell Journal of Economics · 1976 · 1.7K citations

, , +17

The valuation of compound options

Robert Geske · Journal of Financial Economics · 1979 · 1.1K citations

, , +12