Call options and the risk of underlying securities
- 1 September 1984
- journal article
- Published by Elsevier in Journal of Financial Economics
- Vol. 13 (3) , 425-434
- https://doi.org/10.1016/0304-405x(84)90007-2
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
- Martingales and arbitrage in multiperiod securities marketsJournal of Economic Theory, 1979
- The Pricing of Options and Corporate LiabilitiesJournal of Political Economy, 1973
- Theory of Rational Option PricingThe Bell Journal of Economics and Management Science, 1973
- Increasing risk: I. A definitionJournal of Economic Theory, 1970