Call option pricing when the exercise price is uncertain, and the valuation of index bonds
Research support from the National Science Foundation is gratefully acknowledged
| Main Author: | |
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| Format: | Working Paper |
| Published: |
Cambridge, Mass. : M.I.T. Dept. of Economics
2011
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| Online Access: | http://hdl.handle.net/1721.1/63359 |
| _version_ | 1811084998529253376 |
|---|---|
| author | Fischer, Stanley |
| author_facet | Fischer, Stanley |
| author_sort | Fischer, Stanley |
| collection | MIT |
| description | Research support from the National Science Foundation is gratefully acknowledged |
| first_indexed | 2024-09-23T13:01:22Z |
| format | Working Paper |
| id | mit-1721.1/63359 |
| institution | Massachusetts Institute of Technology |
| last_indexed | 2024-09-23T13:01:22Z |
| publishDate | 2011 |
| publisher | Cambridge, Mass. : M.I.T. Dept. of Economics |
| record_format | dspace |
| spelling | mit-1721.1/633592019-04-10T08:08:08Z Call option pricing when the exercise price is uncertain, and the valuation of index bonds Fischer, Stanley Research support from the National Science Foundation is gratefully acknowledged 2011-06-08T21:39:27Z 2011-06-08T21:39:27Z 1977 Working Paper calloptionpricin00fisc http://hdl.handle.net/1721.1/63359 03491291 000044551 Working paper (Massachusetts Institute of Technology. Dept. of Economics) ; no. 206 application/pdf Cambridge, Mass. : M.I.T. Dept. of Economics |
| spellingShingle | Fischer, Stanley Call option pricing when the exercise price is uncertain, and the valuation of index bonds |
| title | Call option pricing when the exercise price is uncertain, and the valuation of index bonds |
| title_full | Call option pricing when the exercise price is uncertain, and the valuation of index bonds |
| title_fullStr | Call option pricing when the exercise price is uncertain, and the valuation of index bonds |
| title_full_unstemmed | Call option pricing when the exercise price is uncertain, and the valuation of index bonds |
| title_short | Call option pricing when the exercise price is uncertain, and the valuation of index bonds |
| title_sort | call option pricing when the exercise price is uncertain and the valuation of index bonds |
| url | http://hdl.handle.net/1721.1/63359 |
| work_keys_str_mv | AT fischerstanley calloptionpricingwhentheexercisepriceisuncertainandthevaluationofindexbonds |