Options: A Monte Carlo approach
- 1 May 1977
- journal article
- Published by Elsevier in Journal of Financial Economics
- Vol. 4 (3) , 323-338
- https://doi.org/10.1016/0304-405x(77)90005-8
Abstract
No abstract availableThis publication has 6 references indexed in Scilit:
- The valuation of options for alternative stochastic processesPublished by Elsevier ,2002
- The valuation of warrants: Implementing a new approachJournal of Financial Economics, 1977
- Rates of Return as Random VariablesJournal of Risk and Insurance, 1976
- Option pricing: A reviewJournal of Financial Economics, 1976
- Option pricing when underlying stock returns are discontinuousJournal of Financial Economics, 1976
- The Pricing of Options and Corporate LiabilitiesJournal of Political Economy, 1973