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Pricing American Call Options with Dividend and Stochastic Interest Rates

https://doi.org/10.2139/ssrn.1358695
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Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1016/0304-405x(77)90021-6openalex-extracted
An analytic valuation formula for unprotected American call options on stocks with known dividends
inferredcites →https://doi.org/10.1016/0304-405x(79)90004-7openalex-extracted
A note on an analytical valuation formula for unprotected American call options on stocks with known dividends
inferredcites →https://doi.org/10.1016/0304-405x(81)90013-1openalex-extracted
On the valuation of American call options on stocks with known dividends
inferredcites →https://doi.org/10.1086/260062openalex-extracted
The Pricing of Options and Corporate Liabilities
inferredcites →https://doi.org/10.1111/j.1540-6261.1976.tb01891.xopenalex-extracted
VALUING CORPORATE SECURITIES: SOME EFFECTS OF BOND INDENTURE PROVISIONS
inferredcites →https://doi.org/10.1111/j.1540-6261.1986.tb02528.xopenalex-extracted
Term Structure Movements and Pricing Interest Rate Contingent Claims
inferredcites →https://doi.org/10.1142/9789812701022_0008openalex-extracted
Theory of rational option pricing
inferredcites →https://doi.org/10.2139/ssrn.191848openalex-extracted
Option Prices with Stochastic Interest Rates - Black/Scholes and Ho/Lee Unified
inferredcites →https://doi.org/10.1142/9789814759588_0002openalex-snapshot
Theory of Rational Option Pricing
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