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Paper provided by Massachusetts Institute of Technology (MIT), Sloan School of Management in its series Working papers with number 1462-83..

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Date of creation: 1983
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Handle: RePEc:mit:sloanp:2056

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Postal: MASSACHUSETTS INSTITUTE OF TECHNOLOGY (MIT), SLOAN SCHOOL OF MANAGEMENT, 50 MEMORIAL DRIVE CAMBRIDGE MASSACHUSETTS 02142 USA

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Keywords: HD28 .M414 no.1462-; 83; Capital investments; Capital budget;

References listed on IDEAS
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1. Fischer, Stanley, 1978. "Call Option Pricing when the Exercise Price Is Uncertain, and the Valuation of Index Bonds," Journal of Finance, American Finance Association, vol. 33(1), pages 169-76, March. [Downloadable!] (restricted)
2. Brennan, Michael J. & Schwartz, Eduardo S., 1977. "Savings bonds, retractable bonds and callable bonds," Journal of Financial Economics, Elsevier, vol. 5(1), pages 67-88, August. [Downloadable!] (restricted)
3. Geske, Robert, 1978. "The Pricing of Options with Stochastic Dividend Yield," Journal of Finance, American Finance Association, vol. 33(2), pages 617-25, May. [Downloadable!] (restricted)
4. Dyl, Edward A & Long, Hugh W, 1969. "Abandonment Value and Capital Budgeting: Comment," Journal of Finance, American Finance Association, vol. 24(1), pages 88-95, March. [Downloadable!] (restricted)
5. 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 637-54, May-June. [Downloadable!] (restricted)
6. Brennan, Michael J. & Schwartz, Eduardo S., 1978. "Finite Difference Methods and Jump Processes Arising in the Pricing of Contingent Claims: A Synthesis," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 13(03), pages 461-474, September. [Downloadable!]

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