Options: A Monte Carlo approach

Journal of Financial Economics

Volumn 4, Issue 3, 1977, Pages 323-338

  Boyle, Phelim P ^a  

^a UNIVERSITY OF BRITISH COLUMBIA   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0000605667     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/0304-405X(77)90005-8     Document Type: Article

References (15)

1. The pricing of options and corporate liabilities
2. Rates of return as random variables
3. The valuation of options for alternative stochastic processes
4. The theory of rational option pricing
5. Option pricing when underlying stock returns are discontinuous
6. Option pricing: The American put
7. The valuation of uncertain income streams and the pricing of options
8. Valuation of warrants implementing a new approach
9. Option pricing: A review