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Die Optionsbewertungsformel von Cox, Ross und Rubinstein im Zustandsgrenzpreismodell: ein dualitätstheoretischer Nachweis

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  • Mirschel, Stefan

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  • Mirschel, Stefan, 2006. "Die Optionsbewertungsformel von Cox, Ross und Rubinstein im Zustandsgrenzpreismodell: ein dualitätstheoretischer Nachweis," Wirtschaftswissenschaftliche Diskussionspapiere 04/2006, University of Greifswald, Faculty of Law and Economics.
    • Handle: RePEc:zbw:grewdp:042006
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    1. Mirschel, Stefan & Lerm, Michael, 2004. "Zur Interpretation der Dualvariable der Mindestzielfunktionswertrestriktion im Zustandsgrenzpreismodell," Wirtschaftswissenschaftliche Diskussionspapiere 07/2004, University of Greifswald, Faculty of Law and Economics.
    2. Myers, Stewart C., 1977. "Determinants of corporate borrowing," Journal of Financial Economics, Elsevier, vol. 5(2), pages 147-175, November.
    3. Avinash K. Dixit & Robert S. Pindyck, 1994. "Investment under Uncertainty," Economics Books, Princeton University Press, edition 1, number 5474.
    4. Black, Fischer & Scholes, Myron S, 1973. "The Pricing of Options and Corporate Liabilities," Journal of Political Economy, University of Chicago Press, vol. 81(3), pages 637-654, May-June.
    5. Cox, John C. & Ross, Stephen A. & Rubinstein, Mark, 1979. "Option pricing: A simplified approach," Journal of Financial Economics, Elsevier, vol. 7(3), pages 229-263, September.
    6. Bysikiewicz, Marcus & Matschke, Manfred Jürgen & Brösel, Gerrit, 2005. "Einige grundsätzliche Bemerkungen zur Entscheidungswertermittlung im Rahmen der Konfliktsituation vom Typ der Spaltung," Wirtschaftswissenschaftliche Diskussionspapiere 02/2005, University of Greifswald, Faculty of Law and Economics.
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