PRICES FOR STATE-CONTINGENT CLAIMS - SOME ESTIMATES AND APPLICATIONS

被引：95

作者：

BANZ, RW ^{[1
]}

MILLER, MH ^{[1
]}

机构：

[1] UNIV CHICAGO,CHICAGO,IL 60637

来源：

JOURNAL OF BUSINESS | 1978年 / 51卷 / 04期

关键词：

D O I：

10.1086/296026

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：653 / 672

页数：20

共 30 条

[1] THE ROLE OF SECURITIES IN THE OPTIMAL ALLOCATION OF RISK-BEARING [J].

ARROW, KJ .

REVIEW OF ECONOMIC STUDIES, 1964, 31 :91-96

[2]

BIERMAN H, 1975, CAPITAL BUDGETING DE

[3] PRICING OF OPTIONS AND CORPORATE LIABILITIES [J].

BLACK, F ;

SCHOLES, M .

JOURNAL OF POLITICAL ECONOMY, 1973, 81 (03) :637-654

[4]

BLACK F, 1976, P BUSINESS EC SECTIO

[5] PRICES OF STATE-CONTINGENT CLAIMS IMPLICIT IN OPTION PRICES [J].

BREEDEN, DT ;

LITZENBERGER, RH .

JOURNAL OF BUSINESS, 1978, 51 (04) :621-651

[6]

CONSTANTINIDES GM, 1976, 637576 CARN MELL U W

[7] SURVEY OF SOME NEW RESULTS IN FINANCIAL OPTION PRICING THEORY [J].

COX, JC ;

ROSS, SA .

JOURNAL OF FINANCE, 1976, 31 (02) :383-402

[8]

Debreu G., 1959, THEORY VALUE AXIOMAT

[9]

Fama E. F., 1972, THEORY FINANCE

[10] RISK-ADJUSTED DISCOUNT RATES AND CAPITAL-BUDGETING UNDER UNCERTAINTY [J].

FAMA, EF .

JOURNAL OF FINANCIAL ECONOMICS, 1977, 5 (01) :3-24

← 1 2 3 →