Subject
Strategy and Management,Economics and Econometrics,Finance,Accounting
Reference12 articles.
1. Variance prediction: An empirical study;Backers,1978
2. The pricing of options and corporate liabilities;Black;Journal of Political Economy,1973
3. The pricing of equity-linked life insurance policies with asset value guarantee;Brennan;Journal of Financial Economics,1976
4. The valuation of corporate liabilities as compound options;Geske;Journal of Financial and Quantitative Analysis,1977
5. The valuation of compound options;Geske;Journal of Financial Economics,1979
Cited by
157 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献