Author:
GESKE ROBERT,ROLL RICHARD
Subject
Economics and Econometrics,Finance,Accounting
Reference15 articles.
1. Fact and Fantasy in the Use of Options;Black;Financial Analysts Journal,1975
2. The Pricing of Options and Corporate Liabilities;Black;Journal of Political Economy,1973
3. The Valuation of Option Contracts and a Test of Market Efficiency;Black;Journal of Finance,1972
4. A Note on An Analytic Valuation Formula for Unprotected American Call Options on Stocks With Known Dividends;Geske;Journal of Financial Economics,1979
5. Over-the-Counter Option Market Dividend Protection and “Biases” in the Black-Scholes Model: A Note;Geske;Journal of Finance,1983
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67 articles.
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