메뉴 건너뛰기




Volumn 81, Issue 3, 1973, Pages 637-657

The pricing of options and corporate liabilities

Author keywords

[No Author keywords available]

Indexed keywords

MATTHIOLA INCANA;

EID: 85015692260     PISSN: 00223808     EISSN: 1537534X     Source Type: Journal    
DOI: 10.1086/260062     Document Type: Article
Times cited : (16300)

References (24)
  • 1
    • 84886126331 scopus 로고
    • Risk Aversion in the Warrants Market
    • Fall 1963: 497-505. Reprinted in Cootner
    • Ayres, Herbert F. “Risk Aversion in the Warrants Market.’ Indus. Management Rev. 4 (Fall 1963): 497-505. Reprinted in Cootner (1967), pp. 497-505
    • (1967) Indus. Management Rev , vol.4 , pp. 497-505
    • Ayres, H.F.1
  • 2
    • 33846948120 scopus 로고
    • The Valuation of Convertible Securities
    • February
    • Baumol, William J.; Malkiel, Burton G.; and Quandt, Richard E. “The Valuation of Convertible Securities.” Q.J.E. 80 (February 1966): 48-59
    • (1966) Q.J.E. , vol.80 , pp. 48-59
    • Baumol, W.J.1    Malkiel, B.G.2    Quandt, R.E.3
  • 3
    • 0000847992 scopus 로고
    • The Valuation of Option Contracts and a Test of Market Efficiency
    • May
    • Black, Fischer, and Scholes, Myron. “The Valuation of Option Contracts and a Test of Market Efficiency.” J. Finance 27 (May 1972): 399-417
    • (1972) J. Finance , vol.27 , pp. 399-417
    • Black, F.1    Scholes, M.2
  • 4
    • 0039204773 scopus 로고
    • Elements of a Theory of Stock-Option Values
    • April
    • Boness, A. James. “Elements of a Theory of Stock-Option Values.” J.P.E. 72 (April 1964): 163-75
    • (1964) J.P.E. , vol.72 , pp. 163-175
    • Boness, A.J.1
  • 5
    • 84993839848 scopus 로고
    • A Model of Warrant Pricing in a Dynamic Market
    • Decembe
    • Chen, Andrew H. Y. “A Model of Warrant Pricing in a Dynamic Market.” J. Finance 25 (December 1970): 1041-60
    • (1970) J. Finance , vol.25 , pp. 1041-1060
    • Chen, A.H.Y.1
  • 8
    • 0001311205 scopus 로고
    • Multiperiod Consumption-Investment Decisions
    • March
    • Fama, Eugene F. “Multiperiod Consumption-Investment Decisions.” A.E.R. 60 (March 1970): 163-74
    • (1970) A.E.R. , vol.60 , pp. 163-174
    • Fama, E.F.1
  • 10
    • 0003114587 scopus 로고
    • The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets
    • February
    • Lintner, John. “The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets.” Rev. Econ. and Statis. 47 (February 1965): 768-83
    • (1965) Rev. Econ. And Statis. , vol.47 , pp. 768-783
    • Lintner, J.1
  • 13
    • 0001699517 scopus 로고
    • Dividend Policy, Growth, and the Valuation of Shares
    • October
    • Miller, Merton H., and Modigliani, Franco. “Dividend Policy, Growth, and the Valuation of Shares.” J. Bits. 34 (October 1961): 411-33
    • (1961) J. Bits. , vol.34 , pp. 411-433
    • Miller, M.H.1    Modigliani, F.2
  • 14
    • 0000294096 scopus 로고
    • The Cost of Capital, Corporation Finance, and the Theory of Investment
    • June
    • Modigliani, Franco, and Miller, Merton H. “The Cost of Capital, Corporation Finance, and the Theory of Investment.” A.E.R. 48 (June 1958): 261-97
    • (1958) A.E.R. , vol.48 , pp. 261-297
    • Modigliani, F.1    Miller, M.H.2
  • 15
    • 0001238604 scopus 로고
    • Equilibrium in a Capital Asset Market
    • October
    • Mossin, Jan. “Equilibrium in a Capital Asset Market.” Econometrica 34 (October 1966): 768-83.
    • (1966) Econometrica , vol.34 , pp. 768-783
    • Mossin, J.1
  • 16
    • 0002677397 scopus 로고
    • Rational Theory of Warrant Pricing
    • (Spring 1965): 13-31. Reprinted in Cootner
    • Samuelson, Paul A. “Rational Theory of Warrant Pricing.” Indus. Management Rev. 6 (Spring 1965): 13-31. Reprinted in Cootner (1967), pp. 506-32.
    • (1967) Indus. Management Rev , vol.6 , pp. 506-532
    • Samuelson, P.A.1
  • 17
    • 0042801978 scopus 로고
    • A Complete Model of Warrant Pricing that Maximizes Utility
    • Winter
    • Samuelson, Paul A., and Merton, Robert C. “A Complete Model of Warrant Pricing that Maximizes Utility.” Indus. Management Rev. 10 (Winter 1969): 17-46.
    • (1969) Indus. Management Rev , vol.10 , pp. 17-46
    • Samuelson, P.A.1    Merton, R.C.2
  • 18
    • 84980092818 scopus 로고
    • Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk
    • September
    • Sharpe, William F. “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk.” J. Finance 19 (September 1964): 425-42.
    • (1964) J. Finance , vol.19 , pp. 425-442
    • Sharpe, W.F.1
  • 20
    • 0040389360 scopus 로고
    • Warrant Prices as Indications of Expectations. Yale
    • (1961): 179-232. Reprinted in Cootner
    • Sprenkle, Case. “Warrant Prices as Indications of Expectations.” Yale Econ. Essays 1 (1961): 179-232. Reprinted in Cootner (1967), 412-74.
    • (1967) Econ. Essays , vol.1 , pp. 412-474
    • Sprenkle, C.1
  • 21
    • 84980089646 scopus 로고
    • The Relationship Between Put and Call Option Prices
    • December
    • Stoll, Hans R. “The Relationship Between Put and Call Option Prices.” J. Finance 24 (December 1969): 802-24.
    • (1969) J. Finance , vol.24 , pp. 802-824
    • Stoll, H.R.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.