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A Simple Formula for the Expected Rate of Return of an Option over a Finite Holding Period
Data up to Jan 2025
Published1984
Citations60
References4
Total Citations Per Year
Abstract
References (4)
The Pricing of Options and Corporate Liabilities
1973 • 29,036 citations
The Valuation of Uncertain Income Streams and the Pricing of Options
1976 • 1,727 citations
The option pricing model and the risk factor of stock
1976 • 1,293 citations
Options can alter portfolio return distributions
1981 • 21 citations
Cited By (0)
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