Modern option pricing theory was developed in the late sixties and early seventies by F. Black, R. e. Merton and M. Scholes as an analytical tool for pricing and hedging option contracts and over-the-counter warrants. How ever, already in the seminal paper by Black and Scholes, the applicability of the model was regarded as much broader. In the second part of their paper, the authors demonstrated that a levered firm's equity can be regarded as an option on the valu...
[PDF.wv60] A Game Theory Analysis of Options: Corporate Finance and Financial Intermediation in Continuous Time (Springer Finance) Rating: 3.57 (494 Votes)
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