PRICING OF OPTIONS AND CORPORATE LIABILITIES

[1] Ayres H. F., 1963, INDUS MANAGEMENT REV, V4, P497

[2] VALUATION OF CONVERTIBLE SECURITIES [J]. QUARTERLY JOURNAL OF ECONOMICS, 1966, 80 (01) : 48 - 59

[3] BLACK, 1972, J FINANCE, V27, P399

[4] ELEMENTS OF A THEORY OF STOCK-OPTION VALUE [J]. JOURNAL OF POLITICAL ECONOMY, 1964, 72 (02) : 163 - 175

[5] MODEL OF WARRANT PRICING IN A DYNAMIC MARKET [J]. JOURNAL OF FINANCE, 1970, 25 (05) : 1041 - 1059

[6] Churchill RV., 1963, FOURIER SERIES BOUND

[7] Cootner PH, 1967, RANDOM CHARACTER STO

[8] Fama E. F., 1972, THEORY FINANCE

[9] FAMA EF, 1970, AM ECON REV, V60, P163

[10] LINTNER J, 1965, REV ECON STAT, V47, P768

[1] Ayres H. F., 1963, INDUS MANAGEMENT REV, V4, P497

[2] VALUATION OF CONVERTIBLE SECURITIES [J]. QUARTERLY JOURNAL OF ECONOMICS, 1966, 80 (01) : 48 - 59

[3] BLACK, 1972, J FINANCE, V27, P399

[4] ELEMENTS OF A THEORY OF STOCK-OPTION VALUE [J]. JOURNAL OF POLITICAL ECONOMY, 1964, 72 (02) : 163 - 175

[5] MODEL OF WARRANT PRICING IN A DYNAMIC MARKET [J]. JOURNAL OF FINANCE, 1970, 25 (05) : 1041 - 1059

[6] Churchill RV., 1963, FOURIER SERIES BOUND

[7] Cootner PH, 1967, RANDOM CHARACTER STO

[8] Fama E. F., 1972, THEORY FINANCE

[9] FAMA EF, 1970, AM ECON REV, V60, P163

[10] LINTNER J, 1965, REV ECON STAT, V47, P768