The valuation of options for alternative stochastic processes
- 31 March 1976
- journal article
- Published by Elsevier BV in Journal of Financial Economics
- Vol. 3 (1-2), 145-166
- https://doi.org/10.1016/0304-405x(76)90023-4
Abstract
No abstract availableKeywords
This publication has 5 references indexed in Scilit:
- On the Pricing of Corporate Debt: The Risk Structure of Interest RatesThe Journal of Finance, 1974
- The Pricing of Options and Corporate LiabilitiesJournal of Political Economy, 1973
- Mathematics of Speculative PriceSIAM Review, 1973
- Theory of Rational Option PricingThe Bell Journal of Economics and Management Science, 1973
- Two Singular Diffusion ProblemsAnnals of Mathematics, 1951