An analytic valuation formula for unprotected American call options on stocks with known dividends

A-Tier
Journal: Journal of Financial Economics
Year: 1977
Volume: 5
Issue: 2
Pages: 251-258

Authors (1)

Roll, Richard (University of California-Los A...)

Score contribution per author:

4.022 = (α=2.01 / 1 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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Technical Details

RePEc Handle
repec:eee:jfinec:v:5:y:1977:i:2:p:251-258
Journal Field
Finance
Author Count
1
Added to Database
2026-01-29