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

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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.
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/
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