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ArticleTwo-State Option Pricing

Richard J. Rendleman1979

Article1979

Two-State Option Pricing

Richard J. Rendleman · Brit Jeffrey Bartter

470 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

1973The Pricing of Options and Corporate Liabilities 1973Theory of Rational Option Pricing 1979Option pricing: A simplified approach

Cited by

1985Urban Land Prices Under Uncertainty 1982Option Prices as Predictors of Equilibrium Stock Prices 1998Randomization and the American Put 2007Is fair value accounting information relevant and reliable? Evidence from capital market research 2002Valuing American Options in a Path Simulation Model 1991A Log-Transformed Binomial Numerical Analysis Method for Valuing Complex Multi-Option Investments 1980The Pricing of Options on Debt Securities 1996Binomial models for option valuation - examining and improving convergence

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Details

Year1979

Typearticle

Published1979-12-01

VenueThe Journal of Finance

ISSN-L0022-1082

Languageen

Citations470

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1111/j.1540-6261.1979.tb00058.x

openalex_workW2047628544

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