Journal of Finance Vol. 33 No. 1 1978
CALL OPTION PRICING WHEN THE EXERCISE PRICE IS UNCERTAIN, AND THE VALUATION OF INDEX BONDS
open access
Abstract
One of the most attractive features of the recent work on option pricing, ably summarized by Cox and Ross As Black and Scholes
- DOI
- 10.1111/j.1540-6261.1978.tb03396.x
- Volume
- 33
- Issue
- 1
- Pages
- 169-176
- Language
- en
- Sources
- openalex crossref