This is a preview of subscription content, log in via an institution to check access.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
References
Bjerksund, P. and G. Stensland (1993). “American Exchange Options and a Put-Call Transformation: A Note,” Journal of Business Finance and Accounting, 20(5), 761–764
Carr, P. P. (1988). “The Valuation of Sequential Exchange Opportunities,” Journal of Finance, 43, 1235–1256.
Fischer, S. (1978). “Call option pricing when the exercise price is uncertain and the valuation of index bonds.” Journal of Finance, 33 (March), 169–176.
Geske, R. (1977). “The Valuation of Corporate Liabilities as Compound Options,” Journal of Financial and Quantitative Analysis, 541–552.
Geske, R. (1979). “The Valuation of Compound Options,” Journal of Financial Economics, 7, 63–81.
Haug, E. G. (1998). “The complete guide to option pricing formulas,” McGraw-Hill.
Jennergren, L. P. and B. Naslund (1993). “A Comment on Valuation of Executive Stock Options and the FASB Proposal,” The Accounting Review, 68(1), 179–183.
Longstaff, F. A. (1990). “Pricing Options and Extendible Maturities: Analysis and Applications,” Journal of Finance, 45(3), 935–957.
Margrabe, W. (1978). “The Value of an Option to Exchange One Asset for Another,” Journal of Finance, 33(1), 177–186.
Pechtl, A. (1995). “Classified Information,” Risk Magazine, p. 8.
Rubinstein, M. (1990). “Forward Start Options” published as “Pay now, choose later” in Risk Magazine 4(1991), 13.
Rubinstein, M. (1991). “One for Another,” Risk Magazine, 4(7).
Whaley, R.E. (1981). “On the Valuation of American Call Options on Stocks with Known Dividends,” Journal of Financial Economics, 9, 207–211.
Zhang, P.G. (1995). “Correlation Digital Options,” Journal of Financial Engineering, 4, 75–96.
Schnusenberg, O. and W. R. McDaniel (2000). “How to Value Indexed Executive Stock Options,” Journal of Financial and Strategic Decisions, 13(3), 45–48.
Author information
Authors and Affiliations
Rights and permissions
Copyright information
© 2007 Springer-Verlag London Limited
About this chapter
Cite this chapter
Barker, P. (2007). Conditional Options. In: Java Methods for Financial Engineering. Springer, London. https://doi.org/10.1007/978-1-84628-741-1_12
Download citation
DOI: https://doi.org/10.1007/978-1-84628-741-1_12
Publisher Name: Springer, London
Print ISBN: 978-1-85233-832-9
Online ISBN: 978-1-84628-741-1
eBook Packages: Computer ScienceComputer Science (R0)