THE VALUATION OF AMERICAN PUT OPTIONS
1977; Wiley; Volume: 32; Issue: 2 Linguagem: Inglês
10.1111/j.1540-6261.1977.tb03284.x
ISSN1540-6261
AutoresRobert C. Merton, Michael J. Brennan, Eduardo S. Schwartz,
Tópico(s)Stochastic processes and financial applications
ResumoThe Journal of FinanceVolume 32, Issue 2 p. 449-462 Session Topic: Option THE VALUATION OF AMERICAN PUT OPTIONS Robert C. Merton, Robert C. Merton Massachusetts Institute of Technology.Search for more papers by this authorMichael J. Brennan, Michael J. Brennan The University of British Columbia. M. J. Brennan is grateful for financial support from the Leslie Wong Research Fellowship.Search for more papers by this authorEduardo S. Schwartz, Eduardo S. Schwartz The University of British Columbia. M. J. Brennan is grateful for financial support from the Leslie Wong Research Fellowship.Search for more papers by this author Robert C. Merton, Robert C. Merton Massachusetts Institute of Technology.Search for more papers by this authorMichael J. Brennan, Michael J. Brennan The University of British Columbia. M. J. Brennan is grateful for financial support from the Leslie Wong Research Fellowship.Search for more papers by this authorEduardo S. Schwartz, Eduardo S. Schwartz The University of British Columbia. M. J. Brennan is grateful for financial support from the Leslie Wong Research Fellowship.Search for more papers by this author First published: May 1977 https://doi.org/10.1111/j.1540-6261.1977.tb03284.xCitations: 42 Read the full textAboutPDF ToolsRequest permissionExport citationAdd to favoritesTrack citation ShareShare Give accessShare full text accessShare full-text accessPlease review our Terms and Conditions of Use and check box below to share full-text version of article.I have read and accept the Wiley Online Library Terms and Conditions of UseShareable LinkUse the link below to share a full-text version of this article with your friends and colleagues. Learn more.Copy URL Share a linkShare onFacebookTwitterLinked InRedditWechat Citing Literature Volume32, Issue2May 1977Pages 449-462 RelatedInformation
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