Roll 1977
An analytic valuation formula for unprotected American call options on stocks with known dividends
Geske 1979
A note on an analytical valuation formula for unprotected American call options on stocks with known dividends
Whaley 1981
On the Valuation of American Call Options on Stocks with Known Dividends
Ingersoll 1977
A contingent claims valuation of convertible securities

麻煩善心的大大能提供~還有想請問一下Ingersoll 1977這一篇有談到放寬Black and Scholes model沒有稅的假設嗎

還是有另外一篇~因為小弟一直不是很清楚~只知道Ingersoll 1976在JFE有一篇文章談到放寬有個人稅的情況

謝謝大家