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Valuing coins as the sum of the underlying asset and a perpetual American put option

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  • Easton, Steve

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  • Easton, Steve, 2007. "Valuing coins as the sum of the underlying asset and a perpetual American put option," Global Finance Journal, Elsevier, vol. 17(3), pages 397-402, March.
    • Handle: RePEc:eee:glofin:v:17:y:2007:i:3:p:397-402
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    References listed on IDEAS

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    1. 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.
    2. 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.
    3. Robert C. Merton, 2005. "Theory of rational option pricing," World Scientific Book Chapters, in: Sudipto Bhattacharya & George M Constantinides (ed.), Theory Of Valuation, chapter 8, pages 229-288, World Scientific Publishing Co. Pte. Ltd..
    4. 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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