Two‐State Option Pricing

The Journal of Finance

Volumn 34, Issue 5, 1979, Pages 1093-1110

  RENDLEMAN, RICHARD J ^a   BARTTER, BRIT J ^a  

^a NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84977406630     PISSN: 00221082     EISSN: 15406261     Source Type: Journal    
DOI: 10.1111/j.1540-6261.1979.tb00058.x     Document Type: Article

References (11)

1. “Free‐Based Pricing of Fixed Rate Bank Loan Commitments.”
2. “The Pricing of Options and Corporate Liabilities.”
3. “The Valuation of American Put Options.”
4. “Theory of Rational Option Pricing.”
5. “Option Pricing: The American Put.”
6. “The Pricing of Options on Debt Securities.”