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Volumn 51, Issue 5, 1996, Pages 1573-1610

General properties of option prices

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0041112890     PISSN: 00221082     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1540-6261.1996.tb05218.x     Document Type: Article
Times cited : (123)

References (20)
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  • 4
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    • The pricing of options and corporate liabilities
    • Black, Fischer, and Myron Scholes, 1973, The pricing of options and corporate liabilities, Journal of Political Economy 81, 637-659.
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  • 5
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  • 6
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    • Prentice Hall, Inc., Englewood Cliffs, N.J.
    • Cox, John C., and Mark Rubinstein, 1985, Options Markets (Prentice Hall, Inc., Englewood Cliffs, N.J.).
    • (1985) Options Markets
    • Cox, J.C.1    Rubinstein, M.2
  • 10
    • 84977723030 scopus 로고
    • Dynamic capital structure choice: Theory and tests
    • Fischer, Edwin O., Robert Heinkel, and Josef Zechner, 1989, Dynamic capital structure choice: Theory and tests, Journal of Finance 44, 19-40.
    • (1989) Journal of Finance , vol.44 , pp. 19-40
    • Fischer, E.O.1    Heinkel, R.2    Zechner, J.3
  • 11
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    • The valuation of compound options
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    • Geske, R.1
  • 12
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    • Option prices and the underlying asset's return distribution
    • Grundy, Bruce D., 1991, Option prices and the underlying asset's return distribution, Journal of Finance 46, 1045-1069.
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    • Grundy, B.D.1
  • 13
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    • Call options and the risk of underlying securities
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    • Jagannathan, R.K.1
  • 16
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    • Option pricing when underlying stock returns are discontinuous
    • Merton, Robert C., 1976, Option pricing when underlying stock returns are discontinuous, Journal of Financial Economics 3, 125-144.
    • (1976) Journal of Financial Economics , vol.3 , pp. 125-144
    • Merton, R.C.1
  • 19
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    • Displaced diffusion option pricing
    • Rubinstein, Mark, 1983, Displaced diffusion option pricing, Journal of Finance 38, 213-217.
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  • 20
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    • Instability with two zero frequencies
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    • Wiener, Z.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.