General Properties of Option Prices
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1540-6261.1996.tb05218.x/fullpdf
Reference20 articles.
1. Avellaneda , Marco Arnon Levy Antonio Parás 1995 Pricing and hedging derivative securities in markets with uncertain volatilities, Courant Institute of Mathematical Sciences
2. Comments on the valuation of derivative assets;Bick;Journal of Financial Economics,1982
3. The pricing of options and corporate liabilities;Black;Journal of Political Economy,1973
4. A survey of some new results in financial option pricing theory;Cox;Journal of Finance,1976
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