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The valuation of compound options

https://doi.org/10.1016/0304-405x(79)90022-9
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3 of 17 checkable references need attention · checked 2026-08-03

At the dated check, the references listed below either did not resolve in Crossref or DataCite, or carried a retraction notice. Each one is shown with the registry record that put it there.

10 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.

References needing attention

does not resolve to a known work10.2307/2326607
does not resolve to a known work10.2307/2325736
does not resolve to a known work10.2307/2326355
The 14 checked references that resolve
resolves10.2469/faj.v31.n4.36
Fact and Fantasy in the Use of Options
resolves10.2307/2978484
The Valuation of Option Contracts and a Test of Market Efficiency
resolves10.1086/260062
The Pricing of Options and Corporate Liabilities
resolves10.1016/0304-405X(76)90023-4
The valuation of options for alternative stochastic processes
resolves10.1016/0304-405X(76)90020-9
The option pricing model and the risk factor of stock
resolves10.2307/2330330
The Valuation of Corporate Liabilities as Compound Options
resolves10.2307/2326573
The Pricing of Options with Stochastic Dividend Yield
resolves10.2307/3003143
Theory of Rational Option Pricing
resolves10.2307/1913811
An Intertemporal Capital Asset Pricing Model
resolves10.1016/0304-405X(76)90022-2
Option pricing when underlying stock returns are discontinuous
resolves10.1016/0304-405X(77)90015-0
Determinants of corporate borrowing
resolves10.1016/0304-405X(77)90021-6
An analytic valuation formula for unprotected American call options on stocks with known dividends
resolves10.1086/296008
A Simple Approach to the Valuation of Risky Streams
resolves10.2307/3003264
The Valuation of Uncertain Income Streams and the Pricing of Options
The 10 references without a DOI — listed, not checked
no DOI — not checkedHandbook of mathematical functions
no DOI — not checkedStudies of stock price volatility changes
no DOI — not checked10.1016/0304-405X(79)90022-9_BIB8
no DOI — not checked10.1016/0304-405X(79)90022-9_BIB9
no DOI — not checkedThe pricing of options for jump processes
no DOI — not checkedA general theory of asset valuation under diffusion state processes
no DOI — not checkedAn empirical investigation of the corporate debt maturity structure
no DOI — not checkedThe bivariate normal probability distribution
no DOI — not checkedThe behavior of random variables and the distribution of security prices
no DOI — not checkedCommon stock volatilities in option formulas
What this badge says. CiteStamped means the CHECKABLE references of this work were clean at the dated check: each resolved to a known work in a public registry, and none carried a retraction notice at that time. It says nothing about the quality, findings, or importance of the work itself, and nothing about references deposited without a DOI.

checked 2026-08-03 — re-checked daily as this page is visited; titles and statuses come from Crossref and DataCite and are not part of the signed record

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