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Korean Journal of Financial Studies 2003;32(1):255-289.
Published online February 28, 2003.
The Valuation of American Calls on Stocks with a Single Dividend
Jung Jin Lee
하나의 비연속 배당을 가정할 경우 미국형 콜옵션의 해석적 평가공식에 관한 소고
이정진
Key Words: 미국형 콜옵션의 평가,위험중립 가치평가,조기행사,Black`s method,Black의 모형,Early exercise,Risk-neutral valuation,Roll`s formula,Roll의 모형,Valuation of American calls
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