litlas
Log inCreate account

CALL OPTION PRICING WHEN THE EXERCISE PRICE IS UNCERTAIN, AND THE VALUATION OF INDEX BONDS

Authors: Stanley Fischer - The Journal of Finance 1978 cited by 209

One of the most attractive features of the recent work on option pricing, ably summarized by Cox and Ross As Black and Scholes

CALL OPTION PRICING WHEN THE EXERCISE PRICE IS UNCERTAIN, AND THE VALUATION OF INDEX BONDS | Litlas