VALUE OF AN OPTION TO EXCHANGE ONE ASSET FOR ANOTHER

被引：703

作者：

MARGRABE, W

机构：

来源：

关键词：

D O I：

10.1111/j.1540-6261.1978.tb03397.x

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：177 / 186

页数：10

共 15 条

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SCHOLES, M .

[2]

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[3]

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[4]

Churchill RV., 1963, FOURIER SERIES BOUND

[5] DEMAND FOR INDEX BONDS [J].

FISCHER, S .

[6]

FRITZ J, 1975, PARTIAL DIFFERENTIAL

INGERSOLL, JE .

[8]

MARGRABE W, 1976, BELL J ECON, V7, P716, DOI 10.2307/3003284

[9]

McKean H. P, 1969, STOCHASTIC INTEGRALS

[10] THEORY OF RATIONAL OPTION PRICING [J].

MERTON, RC .

BELL JOURNAL OF ECONOMICS, 1973, 4 (01) :141-183