Pricing Options with Extendible Maturities: Analysis and Applications

• 1 July 1990
• journal article
• Published by JSTOR in The Journal of Finance
• Vol. 45  (3) , 935-957
• https://doi.org/10.2307/2328800

Abstract

Keywords

• PRICING OPTIONS
• EXTEND THE MATURITY
• STOCHASTIC
• DERIVES CLOSED
• EQUITY
• DEBTHOLDERS
• FORM EXPRESSIONS
• EXTENDIBLE