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

被引：95

作者：

FISCHER, S ^{[1
]}

机构：

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

来源：

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

页码：169 / 176

页数：8

共 8 条

[1] PRICING OF OPTIONS AND CORPORATE LIABILITIES [J].

BLACK, F ;

SCHOLES, M .

[2] COMMON-STOCKS AS A HEDGE AGAINST INFLATION [J].

BODIE, Z .

[3] SURVEY OF SOME NEW RESULTS IN FINANCIAL OPTION PRICING THEORY [J].

COX, JC ;

ROSS, SA .

[4] DEMAND FOR INDEX BONDS [J].

FISCHER, S .

[5]

MARGRABE W, UNPUBLISHED

[6]

MERTON R, BELL J ECONOMICS MAN, V4, P141

[7] INFLATION AND RATES OF RETURN ON COMMON-STOCKS [J].

NELSON, CR ;

NICHOLS, D .

[8]

SMITH C, 1976, J FINANCIAL EC JAN, P3