Invisible Parameters in Option Prices-Reference-Cited by-同舟云学术

Invisible Parameters in Option Prices

Published:1993-07 Issue:3 Volume:48 Page:933-947
ISSN:0022-1082
Container-title:The Journal of Finance
language:en
Short-container-title:The Journal of Finance

Author:

HESTON STEVEN L.

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1540-6261.1993.tb04025.x/fullpdf

Reference23 articles.

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

2. Option pricing for generalized distributions;Bookstaber;Communications in Statistics,1991

3. The pricing of contingent claims in discrete time models;Brennan;Journal of Finance,1979

4. Arbitrage values generally depend on a parametric rate of return;Brenner;Mathematical Finance,1991

5. Carr , Peter Robert Jarrow Ravi Myneni 1990 Alternative characterizations of American put options, Working paper, Johnson Graduate School of Management, Cornell University

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