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Option pricing · Study

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ArticleOption pricing

Clifford W. Smith1976

Article1976

Option pricing

Clifford W. Smith

473 citations·0/0 files stored·Journal of Financial Economics

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Stochastic processes and financial applications Financial Markets and Investment Strategies Capital Investment and Risk Analysis

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References

1976Theory of the firm: Managerial behavior, agency costs and ownership structure 1973The Pricing of Options and Corporate Liabilities 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*1958The Cost of Capital, Corporation Finance and the Theory of Investment 1970Efficient Capital Markets: A Review of Theory and Empirical Work 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*2008The cost of capital, corporation finance and the theory of investment 1973Theory of Rational Option Pricing

Cited by

2008Striking oil: Another puzzle?1978The information content of option prices and a test of market efficiency 1991A Quick Algorithm for Pricing European Average Options 1996Firm-specific information and the correlation between individual stocks and bonds 1987Options on the Maximum or the Minimum of Several Assets 1978On the Cost of Deposit Insurance When There Are Surveillance Costs

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1976A SURVEY OF SOME NEW RESULTS IN FINANCIAL OPTION PRICING THEORYarticle · 14 shared references 1999In Honor of the Nobel Laureates Robert C. Merton and Myron S. Scholes: A Partial Differential Equation That Changed the Worldarticle · 13 shared references 1988Contingent claims valuation when the security price is a combination of an Ito process and a random point processarticle · 12 shared references 1977A contingent-claims valuation of convertible securitiesarticle · 10 shared references 2017Research in finance: A review of influential publications and a research agendaarticle · 10 shared references 1978RECENT DEVELOPMENTS IN THE COST OF DEBT CAPITALarticle · 10 shared references

Details

Year1976

Typearticle

Published1976-01-01

VenueJournal of Financial Economics

ISSN-L0304-405X

Languageen

Citations473

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1016/0304-405x(76)90019-2

openalex_workW1540250721

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1988On the pricing of American options

1977An analytic valuation formula for unprotected American call options on stocks with known dividends