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They provide a closed-form pricing formula for the price of an American call option on a dividend-paying stock price. The stock price is assumed to follow the Black-Scholes dynamics and the dividends are structured according to the \\textit{R. Korn} and \\textit{L. C. G. Rogers} model [``Stocks paying discrete dividends: modelling and option pricing'', J. Derivatives 13, 44--49 (2005)]. 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