Option Pricing When the Underlying Asset Earns a Below‐Equilibrium Rate of Return: A Note

The Journal of Finance

Volumn 39, Issue 1, 1984, Pages 261-265

  MCDONALD, ROBERT ^a   SIEGEL, DANIEL ^a  

^a NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0000435025     PISSN: 00221082     EISSN: 15406261     Source Type: Journal    
DOI: 10.1111/j.1540-6261.1984.tb03874.x     Document Type: Article

References (6)

1. The Pricing of Commodity Contracts
2. The Pricing of Options and Corporate Liabilities
3. Market Risk Adjustment in Project Valuation
4. The Relationship Between Forward Prices and Futures Prices
5. The Pricing of Commodity‐Linked Bonds: Discussion
6. Theory of Rational Option‐Pricing