[Bieta, V., Broll, U., & Siebe, W. (2014). Collateral in banking policy: On the possibility of signaling. Mathematical Social Science, 71, 137-141.10.1016/j.mathsocsci.2014.06.002]Search in Google Scholar
[Black, F., & Scholes, M. (1973). The pricing of options and corporate liabilities. Journal of Political Economy, 81, 637-654.10.1086/260062]Search in Google Scholar
[Broll, U., & Wong, K. P. (2017). Managing revenue risk of the firm: Commodity futures and options. IMA Journal of Management Mathematics, 28, 245-258.]Search in Google Scholar
[Cox, J. C., Ross, S. A., & Rubinstein, M. (1979). Options pricing: A simplified approach. Journal of Financial Economics, 7, 229-264.10.1016/0304-405X(79)90015-1]Search in Google Scholar
[Froot, K. A., Scharfstein, D. S., & Stein, J. C. (1993). Risk management: Coordinating corporate investment and financing policies. Journal of Finance, 48, 1629-1658.10.1111/j.1540-6261.1993.tb05123.x]Search in Google Scholar
[Markowitz, H. (1952). Portfolio selection. The Journal of Finance, 7, 77-91.]Search in Google Scholar
[Rubinstein, A. (1991). Comments on the interpretation of game theory. Econometrica, 59, 909-924.10.2307/2938166]Search in Google Scholar
[Thakor, A. (1991). Game theory in finance. Financial Management, 4, 71-94.10.2307/3666098]Search in Google Scholar
[Wong, K. P., Filbeck, G., & Baker, H. K. (2015). Options. In K. Baker & G. Filbeck (Eds.), Investment risk management (pp. 463-481). Oxford, NY: Oxford University Press.]Search in Google Scholar
[Ziegler, A. (2010). A game theory analysis of options. Berlin: Springer.]Search in Google Scholar