Valuing coins as the sum of the underlying asset and a perpetual American put option
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References listed on IDEAS
- Rolnick, Arthur J & Weber, Warren E, 1986.
"Gresham's Law or Gresham's Fallacy?,"
Journal of Political Economy,
University of Chicago Press, vol. 94(1), pages 185-199, February.
- Robert C. Merton, 2005. "Theory of rational option pricing," World Scientific Book Chapters,in: Theory Of Valuation, chapter 8, pages 229-288 World Scientific Publishing Co. Pte. Ltd..
- Nalebuff, Barry, 1988. "Puzzles: Penny Stocks, Discount Brokers, Better Bidding, and More," Journal of Economic Perspectives, American Economic Association, vol. 2(1), pages 179-185, Winter.
- Selgin, George, 1996. "Salvaging Gresham's Law: The Good, the Bad, and the Illegal," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 28(4), pages 637-649, November.
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