Publisher
Springer Science and Business Media LLC
Subject
Finance,General Economics, Econometrics and Finance
Reference22 articles.
1. Barone-Adesi, G. and Whaley, R.E. (1987) ‘Efficient Analytic Approximation of American Option Values,’The Journal of Finance,42, 301–320.
2. Black, Fisher and Scholes, Myron (1973) ‘The Pricing of Options and Corporate Liabilities,’Journal of Political Economy,81, 637–659.
3. Chen, Andrew H.Y., (1970) ‘A Model of Warrant Pricing in a Dynamic Market,’The Journal of Finance, 1041–1059.
4. Cox, John C., and Rubinstein, Mark (1985)Options Markets, Prentice Hall, Englewood Cliffs, NJ.
5. Ingersoll, Jonathan E. Jr., (1974) ‘A Cotingent Claim Valuation of Convertible Securities,’Journal of Financial Economics,4, 289–322.