THE VALUATION OF AMERICAN PUT OPTIONS
- 1 May 1977
- journal article
- Published by Wiley in The Journal of Finance
- Vol. 32 (2) , 449-462
- https://doi.org/10.1111/j.1540-6261.1977.tb03284.x
Abstract
No abstract availableThis publication has 7 references indexed in Scilit:
- Option Pricing: The American PutThe Journal of Business, 1977
- Standard Deviations of Stock Price Ratios Implied in Option PricesThe Journal of Finance, 1976
- Option pricing: A reviewJournal of Financial Economics, 1976
- Transactions costs and the relationship between put and call pricesJournal of Financial Economics, 1974
- The Pricing of Options and Corporate LiabilitiesJournal of Political Economy, 1973
- Theory of Rational Option PricingThe Bell Journal of Economics and Management Science, 1973
- The Valuation of Option Contracts and a Test of Market EfficiencyThe Journal of Finance, 1972