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Radials, Rollovers and Responsibility: An Examination of the Ford-Firestone Case

✍ Scribed by Robert Noggle; Daniel E. Palmer

Publisher
Springer
Year
2005
Tongue
English
Weight
192 KB
Volume
56
Category
Article
ISSN
0167-4544

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## Abstract One of the most widely used option valuation models among practitioners is the ad hoc Black–Scholes (AHBS) model. The main contribution of this study is methodological. We carefully consider two rollover strategies (nearest‐to‐next strategy and next‐to‐next) used in the AHBS model to in