AN ANALYTIC APPROXIMATION FOR THE AMERICAN PUT PRICE FOR OPTIONS ON STOCKS WITH DIVIDENDS

被引：11

作者：

BLOMEYER, EC

机构：

来源：

关键词：

D O I：

10.2307/2330740

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：229 / 233

页数：5

共 9 条

[1] PRICING OF OPTIONS AND CORPORATE LIABILITIES [J].

BLACK, F ;

SCHOLES, M .

[2] VALUATION OF AMERICAN PUT OPTIONS [J].

BRENNAN, MJ ;

SCHWARTZ, ES .

[3]

Cox J.C., 1985, OPTIONS MARKETS

[4] OPTION PRICING - SIMPLIFIED APPROACH [J].

COX, JC ;

ROSS, SA ;

RUBINSTEIN, M .

[5]

DAHLQUIST G., 1974, NUMERICAL METHODS

[6] THE AMERICAN PUT OPTION VALUED ANALYTICALLY [J].

GESKE, R ;

JOHNSON, HE .

[7] AN ANALYTIC APPROXIMATION FOR THE AMERICAN PUT PRICE [J].

JOHNSON, HE .

[8]

JOHNSON HE, 1981, THESIS UCLA

[9] OPTION PRICING - AMERICAN PUT [J].

PARKINSON, M .