Path Dependent Options: “Buy at the Low, Sell at the High”
- 1 December 1979
- journal article
- research article
- Published by Wiley in The Journal of Finance
- Vol. 34 (5) , 1111-1127
- https://doi.org/10.1111/j.1540-6261.1979.tb00059.x
Abstract
No abstract availableKeywords
This publication has 6 references indexed in Scilit:
- The joint density of the maximum and its location for a Wiener process with driftJournal of Applied Probability, 1979
- On Contingent Claims that Insure Ex‐post Optimal Stock Market TimingThe Journal of Finance, 1979
- Option Pricing: The American PutThe Journal of Business, 1977
- Option pricing: A reviewJournal of Financial Economics, 1976
- The Pricing of Options and Corporate LiabilitiesJournal of Political Economy, 1973
- Theory of Rational Option PricingThe Bell Journal of Economics and Management Science, 1973