On Valuing American Call Options with the Black-Scholes...

On Valuing American Call Options with the Black-Scholes European Formula

Robert Geske and Richard Roll
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Volume:
39
Language:
english
Journal:
The Journal of Finance
DOI:
10.2307/2327870
Date:
June, 1984
File:
PDF, 284 KB
english, 1984
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