Triangular Equilibrium and Arbitrade in the Market for Options to Exchange Two Assets
- 31 August 1993
- journal article
- Published by With Intelligence LLC in The Journal of Derivatives
- Vol. 1 (1) , 60-69
- https://doi.org/10.3905/jod.1993.407873
Abstract
No abstract availableThis publication has 5 references indexed in Scilit:
- Foreign currency option valuesJournal of International Money and Finance, 1983
- Call Option Pricing When the Exercise Price is Uncertain, and the Valuation of Index BondsThe Journal of Finance, 1978
- The Value of an Option to Exchange One Asset for AnotherThe Journal of Finance, 1978
- The Pricing of Options and Corporate LiabilitiesJournal of Political Economy, 1973
- Theory of Rational Option PricingThe Bell Journal of Economics and Management Science, 1973