Valuation of American call options on dividend-paying stocksRobert E. Whaley1982-03-01articleJournal of Financial Economics319 citationsclosedNo readable copy stored yet — this record is metadata only.Stochastic processes and financial applicationsFinancial Markets and Investment StrategiesCorporate Finance and GovernanceAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 319 citations exist upstream.References1973The Pricing of Options and Corporate Liabilities1973Risk, Return, and Equilibrium: Empirical Tests1973Theory of Rational Option Pricing2005Theory of rational option pricing1973An Intertemporal Capital Asset Pricing Model1975Fact and Fantasy in the Use of Options1974The effects of dividend yield and dividend policy on common stock prices and returns1972THE VALUATION OF OPTION CONTRACTS AND A TEST OF MARKET EFFICIENCYCited by1996SKEWNESS AND KURTOSIS IN S&P 500 INDEX RETURNS IMPLIED BY OPTION PRICES1989Pricing European Currency Options: A Comparison of the Modified Black- Scholes Model and a Random Variance Model199520 Testing option pricing models1993Option Valuation with Systematic Stochastic Volatility2000Regime switching in foreign exchange rates:1994Implied volatility functions in arbitrage-free term structure models2004Predicting financial volatility: High‐frequency time‐series forecasts vis‐à‐vis implied volatility2003Errors in Implied Volatility Estimation