Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Option Bounds in Discrete Time: Extensions and the Pricing of the American Put

9 references·6 citing·30 second hop

FromToDepth

this work references cited by second hop

References

1973The Pricing of Options and Corporate Liabilities29,064 cited
2005Theory of rational option pricing7,161 cited
1979Option pricing: A simplified approach6,103 cited
1976Option pricing when underlying stock returns are discontinuous5,965 cited
1976The Valuation of Uncertain Income Streams and the Pricing of Options1,620 cited
1971ON THE ASSESSMENT OF RISK721 cited
1977THE VALUATION OF AMERICAN PUT OPTIONS504 cited
1977Option Pricing: The American Put209 cited
1984Option Pricing Bounds in Discrete Time152 cited

Cited by

2007Stochastic Dominance Bounds on American Option Prices in Markets with Frictions69 cited
1989On Stochastic Dominance and Decreasing Absolute Risk Averse Option Pricing Bounds42 cited
2000Stochastic Dominance Bounds on Derivative Prices in a Multiperiod Economy with Proportional Transaction Costs28 cited
2008Mispricing of S&P 500 Index Options26 cited
2009Tight bounds on American option prices25 cited
2019Mispriced index option portfolios25 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work