The DOI matches its Crossref record; 1 of the 1 references it cites were found in a registry or an index.
CALL OPTION PRICING WHEN THE EXERCISE PRICE IS UNCERTAIN, AND THE VALUATION OF INDEX BONDS
Open accessAbstract
One of the most attractive features of the recent work on option pricing, ably summarized by Cox and Ross [3] and Smith [8], is the applicability of the option pricing formula to the pricing of other assets.As Black and Scholes [1] point out, corporate stock in a firm which has also issued bonds, can be regarded as a call, with the exercise price being the payment made to the bondholders .
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Citations
Cites
The pricing of options and corporate liabilities
Black, F., & Scholes, M. (1973) · Journal of Political Economy · doi:10.1086/260062 · Cited by 29,074
Cited by
Options on the minimum or the maximum of two risky assets
Stulz, R. (1982) · Journal of Financial Economics · doi:10.1016/0304-405x(82)90011-3 · Cited by 552
THEORY OF RISK CAPITAL IN FINANCIAL FIRMS
Merton, R. C., & Perold, A. (1993) · Journal of Applied Corporate Finance · doi:10.1111/j.1745-6622.1993.tb00231.x · Cited by 349
Metadata
- Authors
- Fischer, S.
- Venue
- The Journal of Finance
- Publisher
- Wiley
- Published
- 1978-03
- Volume
- 33
- Issue
- 1
- Pages
- 169-176
- ISSN
- 0022-1082 (ISSN-L)
- 1540-6261
- OpenAlex
- W1967070490
- Cited by
- 212
- References
- 1
- FWCI
- 3.85
- Type
- journal article
- Language
- en
- Open access
- bronze
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- CoChat. (2026). Citation check: CALL OPTION PRICING WHEN THE EXERCISE PRICE IS UNCERTAIN, AND THE VALUATION OF INDEX BONDS. https://app.cochat.ai/papers/10.1111/j.1540-6261.1978.tb03396.x
- The paper
- Fischer, S. (1978). CALL OPTION PRICING WHEN THE EXERCISE PRICE IS UNCERTAIN, AND THE VALUATION OF INDEX BONDS. The Journal of Finance. https://doi.org/10.1111/j.1540-6261.1978.tb03396.x
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
