Over-the-Counter Option Market Dividend Protection and "Biases" in the Black-Scholes Model: A Note.
Year of publication: |
1983
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Authors: | Geske, Robert ; Roll, Richard ; Shastri, Kuldeep |
Published in: |
Journal of Finance. - American Finance Association - AFA, ISSN 1540-6261. - Vol. 38.1983, 4, p. 1271-77
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Publisher: |
American Finance Association - AFA |
Saved in:
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