Work

The Value of an Option to Exchange One Asset for Another

Year: 1978

Type: article

Source: The Journal of Finance

DOI: 10.1111/j.1540-6261.1978.tb03397.x

Author: William Margrabe

Institution: University of Pennsylvania

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2144738716

FWCI: 2.503

Cites: 13

Cited by: 1,733

Related to: 10