THE PRICING OF LAND OPTIONS

被引：7

作者：

BROWN, RL ^{[1
]}

ACHOUR, D ^{[1
]}

机构：

[1] UNIV LAVAL,FAC SCI ADM,QUEBEC CITY G1K 7P4,QUEBEC,CANADA

来源：

URBAN STUDIES | 1984年 / 21卷 / 03期

关键词：

D O I：

10.1080/00420988420080571

中图分类号：

X [环境科学、安全科学];

学科分类号：

08 ; 0830 ;

摘要：

引用

页码：317 / 323

页数：7

共 14 条

[1] PRICING OF OPTIONS AND CORPORATE LIABILITIES [J].

BLACK, F ;

SCHOLES, M .

JOURNAL OF POLITICAL ECONOMY, 1973, 81 (03) :637-654

[2] SIGNIFICANT CONTRIBUTIONS TO FINANCE LITERATURE [J].

COOLEY, PL ;

HECK, JL .

FINANCIAL MANAGEMENT, 1981, 10 (02) :23-33

[3]

GALAI D, 1977, J BANK FINANC, V1, P373

[4] VALUATION OF COMPOUND OPTIONS [J].

GESKE, R .

JOURNAL OF FINANCIAL ECONOMICS, 1979, 7 (01) :63-81

[5] VALUATION OF CORPORATE LIABILITIES AS COMPOUND OPTIONS [J].

GESKE, R .

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1977, 12 (04) :541-552

[6] A NOTE ON AN ANALYTICAL VALUATION FORMULA FOR UNPROTECTED AMERICAN CALL OPTIONS ON STOCKS WITH KNOWN DIVIDENDS [J].

GESKE, R .

JOURNAL OF FINANCIAL ECONOMICS, 1979, 7 (04) :375-380

[7]

KUMMER DR, 1980, REAL ESTATE APPRAISE, V46, P13

[8] THEORY OF RATIONAL OPTION PRICING [J].

MERTON, RC .

BELL JOURNAL OF ECONOMICS, 1973, 4 (01) :141-183

[9] PRICING OF CORPORATE DEBT - RISK STRUCTURE OF INTEREST RATES [J].

MERTON, RC .

JOURNAL OF FINANCE, 1974, 29 (02) :449-470

[10] ANALYTIC VALUATION FORMULA FOR UNPROTECTED AMERICAN CALL OPTIONS ON STOCKS WITH KNOWN DIVIDENDS [J].

ROLL, R .

JOURNAL OF FINANCIAL ECONOMICS, 1977, 5 (02) :251-258

← 1 2 →