The relative mispricing of American calls under alternative dividend models
Year of publication: |
1993
|
---|---|
Authors: | Chen, David M. |
Other Persons: | Welch, Robert L. (contributor) |
Published in: |
Advances in futures and options research : a research annual. - Stamford, Conn. : JAI Press, ISSN 1048-1559, ZDB-ID 1115175-4. - Vol. 6.1993, p. 15-43
|
Subject: | Derivat | Derivative | Dividende | Dividend | CAPM | USA | United States | 1978-1979 |
-
On the timing and pricing of dividends
Binsbergen, Jules H. van, (2010)
-
On the timing and pricing of dividends
Binsbergen, Jules H. van, (2011)
-
On the timing and pricing of dividends
Binsbergen, Jules H. van, (2012)
- More ...
-
Empirical option price bands on the Chicago board options exchange and the reduncancy of options
Chen, David M., (1991)
-
Static optimization of American contingent claims
Welch, Robert L., (1991)
-
Welch, Robert L., (1988)
- More ...