91
Views
1
CrossRef citations to date
0
Altmetric
Original Articles

On the valuation of American exchange options: an analytical approximation

Pages 1429-1435 | Published online: 07 Oct 2009

References

  • Barone-Adesi , G. 2005 . The saga of the American put . Journal of Banking and Finance , 29 : 2909 – 18 .
  • Bjerksund , P. and Stensland , G. 1993 . American exchange options and a put-call transformation: a note . Journal of Business Finance and Accounting , 20 : 761 – 4 .
  • Carr , P. 1995 . “ The valuation of American exchange options with application to real options ” . In Real Options In Capital Investment: New Contributions , Edited by: Trigeorgis , L. 109 – 20 . Praeger : Westport .
  • Margrabe , W. 1978 . The value of an option to exchange one asset for another . Journal of Finance , 33 : 177 – 86 .
  • Rubinstein , M. 1991 . One for another . Risk Magazine , 4 : 30 – 2 .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.