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On Optimal Output In an Option Pricing Framework

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  • Thomas E. Conine
  • Oscar W. Jensen
  • Maurry Tamarkin

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Suggested Citation

  • Thomas E. Conine & Oscar W. Jensen & Maurry Tamarkin, 1988. "On Optimal Output In an Option Pricing Framework," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 15(1), pages 21-26, March.
    • Handle: RePEc:bla:jbfnac:v:15:y:1988:i:1:p:21-26
    DOI: 10.1111/j.1468-5957.1988.tb00117.x
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    File URL: https://doi.org/10.1111/j.1468-5957.1988.tb00117.x
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    References listed on IDEAS

    as
    1. Galai, Dan & Masulis, Ronald W., 1976. "The option pricing model and the risk factor of stock," Journal of Financial Economics, Elsevier, vol. 3(1-2), pages 53-81.
    2. Long, Michael S & Racette, George A, 1974. "Stochastic Demand, Output and the Cost of Capital," Journal of Finance, American Finance Association, vol. 29(2), pages 499-506, May.
    3. 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.
    4. Brennan, M J, 1979. "The Pricing of Contingent Claims in Discrete Time Models," Journal of Finance, American Finance Association, vol. 34(1), pages 53-68, March.
    5. Stavros B. Thomadakis, 1976. "A Model of Market Power, Valuation and the Firm's Returns," Bell Journal of Economics, The RAND Corporation, vol. 7(1), pages 150-162, Spring.
    6. Sandmo, Agnar, 1971. "On the Theory of the Competitive Firm under Price Uncertainty," American Economic Review, American Economic Association, vol. 61(1), pages 65-73, March.
    7. Leland, Hayne E, 1972. "Theory of the Firm Facing Uncertain Demand," American Economic Review, American Economic Association, vol. 62(3), pages 278-291, June.
    8. Huffman, Lucy, 1983. "Operating leverage, financial leverage, and equity risk," Journal of Banking & Finance, Elsevier, vol. 7(2), pages 197-212, June.
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    Cited by:

    1. Jacques A. Schnabel, 1994. "Production Loans," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 21(3), pages 457-465, April.

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