CALL OPTION PRICING WHEN EXERCISE PRICE IS UNCERTAIN, AND VALUATION OF INDEX BONDS

被引：93

作者：

FISCHER, S ^{[1
]}

机构：

[1] HEBREW UNIV JERUSALEM,INST ADV STUDIES,JERUSALEM 91000,ISRAEL

来源：

JOURNAL OF FINANCE | 1978年 / 33卷 / 01期

关键词：

D O I：

10.1111/j.1540-6261.1978.tb03396.x

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

收藏

页码：169 / 176

页数：8

相关论文

共 8 条

[1] PRICING OF OPTIONS AND CORPORATE LIABILITIES
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[2] COMMON-STOCKS AS A HEDGE AGAINST INFLATION
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[3] SURVEY OF SOME NEW RESULTS IN FINANCIAL OPTION PRICING THEORY
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ROSS, SA
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[4] DEMAND FOR INDEX BONDS
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[J]. JOURNAL OF POLITICAL ECONOMY, 1975, 83 (03) : 509 - 534
[5] MARGRABE W, UNPUBLISHED
[6] MERTON R, BELL J ECONOMICS MAN, V4, P141
[7] INFLATION AND RATES OF RETURN ON COMMON-STOCKS
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[J]. JOURNAL OF FINANCE, 1976, 31 (02) : 471 - 487
[8] SMITH C, 1976, J FINANCIAL EC JAN, P3