The valuation of options for alternative stochastic processes-Reference-Cited by-同舟云学术

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The valuation of options for alternative stochastic processes

Published:1976-01 Issue:1-2 Volume:3 Page:145-166
ISSN:0304-405X
Container-title:Journal of Financial Economics
language:en
Short-container-title:Journal of Financial Economics

Author:

Cox John C.,Ross Stephen A.

Publisher

Elsevier BV

Subject

Strategy and Management,Economics and Econometrics,Finance,Accounting

Reference17 articles.

1. The pricing of options and corporate liabilities;Black;Journal of Political Economy,1973

2. The random character of stock market prices,1964

3. The pricing of options for jump processes;Cox,1975

4. The general structure of contingent claim pricing;Cox,1975

5. Diffusion processes in genetics;Feller,1951

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