Option pricing: A simplified approach

Journal of Financial Economics

Volumn 7, Issue 3, 1979, Pages 229-263

  Cox, John C ^a,b   Ross, Stephen A ^c   Rubinstein, Mark ^d  

^a MASSACHUSETTS INSTITUTE OF TECHNOLOGY   (United States)

^b STANFORD UNIVERSITY   (United States)

^c YALE UNIVERSITY   (United States)

^d UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 49249142814     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/0304-405X(79)90015-1     Document Type: Article

References (13)

1. The pricing of options and corporate liabilities
2. The valuation of American put options
3. The pricing of options for jump processes
4. The valuation of options for alternative stochastic processes
5. The valuation of compound options
6. Martingales and arbitrage in multiperiod securities markets
7. The theory of rational option pricing
8. Option pricing when underlying stock returns are discontinuous
9. On the pricing of contingent claims and the Modigliani-Miller theorem
10. Option pricing The American put
11. The valuation of uncertain income streams and the pricing of options