Option pricing: A simplified approach
- 30 September 1979
- journal article
- Published by Elsevier BV in Journal of Financial Economics
- Vol. 7 (3), 229-263
- https://doi.org/10.1016/0304-405x(79)90015-1
Abstract
No abstract availableKeywords
This publication has 10 references indexed in Scilit:
- Martingales and arbitrage in multiperiod securities marketsJournal of Economic Theory, 1979
- The valuation of compound optionsJournal of Financial Economics, 1979
- On the pricing of contingent claims and the Modigliani-Miller theoremJournal of Financial Economics, 1977
- The Valuation of American Put OptionsThe Journal of Finance, 1977
- Option Pricing: The American PutThe Journal of Business, 1977
- The valuation of options for alternative stochastic processesJournal of Financial Economics, 1976
- Option pricing when underlying stock returns are discontinuousJournal of Financial Economics, 1976
- The Valuation of Uncertain Income Streams and the Pricing of OptionsThe Bell Journal of Economics, 1976
- The Pricing of Options and Corporate LiabilitiesJournal of Political Economy, 1973
- Theory of Rational Option PricingThe Bell Journal of Economics and Management Science, 1973