Variable purchase options

Review of Derivatives Research

Volumn 4, Issue 3, 2000, Pages 219-230

  Handley, John C ^a  

^a UNIVERSITY OF MELBOURNE   (Australia)

Author keywords

Equity capital; Option; Underwriting

Indexed keywords

EID: 52849124018     PISSN: 13806645     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1011331329906     Document Type: Article

References (11)

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3. Davis, Kevin T. (1996). "Converting Preference Shares: An Australian Capital Structure Innovation," Accounting and Finance 36, 213-228.
4. Harrison, J. Michael, and D. Kreps. (1979). "Martingales and Multiperiod Securities Markets," Journal of Economic Theory 20, 381-408.
5. Karlin, Samuel, and Howard M. Taylor. (1981). A Second Course in Stochastic Processes. Academic Press.
6. Hull, John C. (2000). Options, Futures and Other Derivatives, 4th Edition. New Jersey: Prentice Hall.
7. Merton, Robert C. (1992). "Financial Innovation and Economic Performance," Journal of Applied Corporate Finance 4, 12-22.
8. Tufano, Peter. (1995). "Securities Innovations: A Historical and Functional Perspective," Journal of Applied Corporate Finance 7, 90-104.
9. Tufano, Peter, and John C. Handley. (1999). "General Property Trust," Harvard Business School Case Study 299-098, HBS Publishing.
10. Turnbull, Stuart M., and Lee M. Wakeman. (1991). "A Quick Algorithm for Pricing European Average Options," Journal of Financial and Quantitative Analysis 26, 377-389.
11. Van Horne, James C. (1985). "Of Financial Innovations and Excesses," Journal of Finance 40, 621-631.