求以下有關american option的文章:
Bjerksund P. and Stensland G. (1993), Closed-form approximation of American options, Scandinavian Journal of Management, Vol.9, Suppl., pp.S88-S89.
Geske P. (1979), A note on an analytical valuation formula for unprotected American options on stocks with known dividends, Journal of Financial Economics, 7, p.475-480.
Geske P. and Johnson H.E. (1984), The American put options valued analytically, Journal of Finance, 39, p.1511-1524.
謝謝!