THE VALUATION OF COMPOUND OPTIONS

[1]  R. Geske,et al.  THE PRICING OF OPTIONS WITH STOCHASTIC DIVIDEND YIELD , 1978 .

[2]  R. Trippi,et al.  COMMON STOCK VOLATILITY EXPECTATIONS IMPLIED BY OPTION PREMIA , 1978 .

[3]  S. Ross.  A Simple Approach to the Valuation of Risky Streams , 1978 .

[4]  R. Geske.  JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS November 1977 THE VALUATION OF CORPORATE LIABILITIES AS COMPOUND OPTIONS , 2009 .

[5]  R. Roll,et al.  An analytic valuation formula for unprotected American call options on stocks with known dividends , 1977 .

[6]  S. Myers.  Determinants of corporate borrowing , 1977 .

[7]  M. Garman.,et al.  A General Theory of Asset Valuation under Diffusion State Processes , 1976 .

[8]  Mark Rubinstein,et al.  The Valuation of Uncertain Income Streams and the Pricing of Options , 1976 .

[9]  S. Ross,et al.  The valuation of options for alternative stochastic processes , 1976 .

[10]  R. C. Merton,et al.  Option pricing when underlying stock returns are discontinuous , 1976 .

[11]  F. Black.  Fact and Fantasy in the Use of Options , 1975 .

[12]  R. C. Merton,et al.  AN INTERTEMPORAL CAPITAL ASSET PRICING MODEL , 1973 .

[13]  F. Black,et al.  The Pricing of Options and Corporate Liabilities , 1973, Journal of Political Economy.

[14]  F. Black,et al.  The Valuation of Option Contracts and a Test of Market Efficiency , 1972 .

[15]  M. Blume.  ON THE ASSESSMENT OF RISK , 1971 .

[16]  Irene A. Stegun,et al.  Handbook of Mathematical Functions. , 1966 .

[17]  The Bivariate Normal Probability Distribution. , 1958 .

[18]  J. W. Brown,et al.  Fourier series and boundary value problems , 1941 .