Geodesic
A Summary on Pricing American Call Options Under the Assumption of a Lognormal Framework in the Korn-Rogers Model
Bulletin of the Malaysian Mathematical Society, Tome 35 (2012) no. 2A Cet article a éte moissonné depuis la source Bulletin of the Malaysian Mathematical Society website

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In accordance with a variety of option pricing models and the economic approach of the dividend discount model, Korn and Rogers [Stocks paying discrete dividends: modelling and option pricing, Journal of Derivatives 13 (
Classification : 60G44, 60H30. 
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     author = {Susanne Kruse and Marlene M\"uller},
     title = {A {Summary} on {Pricing} {American} {Call} {Options}  {Under} the {Assumption} of a {Lognormal} {Framework} in the {Korn-Rogers} {Model}},
     journal = {Bulletin of the Malaysian Mathematical Society},
     year = {2012},
     volume = {35},
     number = {2A},
     url = {http://geodesic.mathdoc.fr/item/BMMS_2012_35_2A_a12/}
}
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Susanne Kruse; Marlene Müller. A Summary on Pricing American Call Options  Under the Assumption of a Lognormal Framework in the Korn-Rogers Model. Bulletin of the Malaysian Mathematical Society, Tome 35 (2012) no. 2A. http://geodesic.mathdoc.fr/item/BMMS_2012_35_2A_a12/