A SURVEY OF SOME NEW RESULTS IN FINANCIAL OPTION PRICING THEORY

Author:

Cox John C.,Ross Stephen A.

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Reference27 articles.

1. Black , F. M. Scholes The Valuation of Options Contracts and a Test of Market Efficiency Journal of Finance 1972

2. Black , F. Black , F. The Pricing of Options and Corporate Liabilities Journal of Political Economy 1973

3. Brennan , M. J. E. S. Schwartz Convertible Bonds: Valuation and Optimal Strategies for Call and Conversion Working Paper 336, University of British Columbia 1975

4. Cox , J. C. The Valuation of Financial Claims mimeo, University of Pennsylvania 1975

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