Statements (14)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
option pricing model
|
| gptkbp:assumes |
single known dividend payment
|
| gptkbp:category |
financial mathematics
derivatives pricing |
| gptkbp:developedBy |
gptkb:Richard_Roll
Robert Geske Robert Whaley |
| gptkbp:extendsTo |
gptkb:Black-Scholes_model
|
| https://www.w3.org/2000/01/rdf-schema#label |
Roll-Geske-Whaley model
|
| gptkbp:publicationYear |
1977
|
| gptkbp:publishedIn |
gptkb:Journal_of_Finance
|
| gptkbp:usedFor |
pricing American call options on stocks with discrete dividends
|
| gptkbp:bfsParent |
gptkb:American_option_pricing_models
|
| gptkbp:bfsLayer |
7
|