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THE ECONOMIC VALUE OF THE CALL OPTION* · Study

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ArticleTHE ECONOMIC VALUE OF THE CALL OPTION*

Edwin J. Elton1972

Article1972

THE ECONOMIC VALUE OF THE CALL OPTION*

Edwin J. Elton · Martin J. Gruber

25 citations·0/0 files stored·The Journal of Finance

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

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References

1966The Value of the Call Option on a Bond 1966A Markov Model of the Term Structure 1971Dynamic Programming Applications in Finance 1967Optimal Timing of Bond Refunding 1967The Refunding Decision

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1986"Putting" Away Bond Risk: An Empirical Examination of the Value of the Put Option on Bonds 1978Interest Rate Uncertainty and the Value of Bond Call Protection

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1980OPTIMAL TERMS OF THE CALL PROVISION ON A CORPORATE BONDarticle · 3 shared references 1977BOND REFUNDING: A CLARIFYING ANALYSISarticle · 2 shared references 2005The Effect of Refinancing Costs and Market Imperfections on the Optimal Call Strategy and the Pricing of Debt Contractsarticle · 1 shared reference 2008Portfolio selection in stochastic markets with exponential utility functionsarticle · 1 shared reference 1970A MODEL OF WARRANT PRICING IN A DYNAMIC MARKETarticle · 1 shared reference 1971DYNAMIC PROGRAMMING APPLICATIONS IN FINANCEarticle · 1 shared reference

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Year1972

Typearticle

Published1972-09-01

VenueThe Journal of Finance

ISSN-L0022-1082

Languageen

Citations25

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1111/j.1540-6261.1972.tb01319.x

openalex_workW2033829414

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