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THE PRICING OF STOCK INDEX OPTIONS IN A GENERAL EQUILIBRIUM-MODEL
被引:45
作者
:
BAILEY, W
论文数:
0
引用数:
0
h-index:
0
BAILEY, W
STULZ, RM
论文数:
0
引用数:
0
h-index:
0
STULZ, RM
机构
:
来源
:
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS
|
1989年
/ 24卷
/ 01期
关键词
:
D O I
:
10.2307/2330744
中图分类号
:
F8 [财政、金融];
学科分类号
:
0202 ;
摘要
:
引用
收藏
页码:1 / 12
页数:12
相关论文
共 20 条
[1]
BAILEY W, 1986, THESIS U CALIF
[2]
ON THE CONSISTENCY OF THE BLACK-SCHOLES MODEL WITH A GENERAL EQUILIBRIUM FRAMEWORK
[J].
BICK, A
论文数:
0
引用数:
0
h-index:
0
BICK, A
.
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS,
1987,
22
(03)
:259
-275
[3]
PRICING OF OPTIONS AND CORPORATE LIABILITIES
[J].
BLACK, F
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL 60637
BLACK, F
;
SCHOLES, M
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL 60637
SCHOLES, M
.
JOURNAL OF POLITICAL ECONOMY,
1973,
81
(03)
:637
-654
[4]
CONSUMPTION, PRODUCTION, INFLATION AND INTEREST-RATES - A SYNTHESIS
[J].
BREEDEN, DT
论文数:
0
引用数:
0
h-index:
0
BREEDEN, DT
.
JOURNAL OF FINANCIAL ECONOMICS,
1986,
16
(01)
:3
-39
[5]
AN INTERTEMPORAL GENERAL EQUILIBRIUM-MODEL OF ASSET PRICES
[J].
COX, JC
论文数:
0
引用数:
0
h-index:
0
机构:
YALE UNIV,NEW HAVEN,CT 06520
YALE UNIV,NEW HAVEN,CT 06520
COX, JC
;
INGERSOLL, JE
论文数:
0
引用数:
0
h-index:
0
机构:
YALE UNIV,NEW HAVEN,CT 06520
YALE UNIV,NEW HAVEN,CT 06520
INGERSOLL, JE
;
ROSS, SA
论文数:
0
引用数:
0
h-index:
0
机构:
YALE UNIV,NEW HAVEN,CT 06520
YALE UNIV,NEW HAVEN,CT 06520
ROSS, SA
.
ECONOMETRICA,
1985,
53
(02)
:363
-384
[6]
A THEORY OF THE TERM STRUCTURE OF INTEREST-RATES
[J].
COX, JC
论文数:
0
引用数:
0
h-index:
0
机构:
YALE UNIV,NEW HAVEN,CT 06520
YALE UNIV,NEW HAVEN,CT 06520
COX, JC
;
INGERSOLL, JE
论文数:
0
引用数:
0
h-index:
0
机构:
YALE UNIV,NEW HAVEN,CT 06520
YALE UNIV,NEW HAVEN,CT 06520
INGERSOLL, JE
;
ROSS, SA
论文数:
0
引用数:
0
h-index:
0
机构:
YALE UNIV,NEW HAVEN,CT 06520
YALE UNIV,NEW HAVEN,CT 06520
ROSS, SA
.
ECONOMETRICA,
1985,
53
(02)
:385
-407
[7]
INDEX OPTIONS - THE EARLY EVIDENCE
[J].
EVNINE, J
论文数:
0
引用数:
0
h-index:
0
EVNINE, J
;
RUDD, A
论文数:
0
引用数:
0
h-index:
0
RUDD, A
.
JOURNAL OF FINANCE,
1985,
40
(03)
:743
-756
[8]
ASSET RETURNS AND INFLATION
[J].
FAMA, EF
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV ROCHESTER,GRAD SCH MANAGEMENT,ROCHESTER,NY 14627
UNIV ROCHESTER,GRAD SCH MANAGEMENT,ROCHESTER,NY 14627
FAMA, EF
;
SCHWERT, GW
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV ROCHESTER,GRAD SCH MANAGEMENT,ROCHESTER,NY 14627
UNIV ROCHESTER,GRAD SCH MANAGEMENT,ROCHESTER,NY 14627
SCHWERT, GW
.
JOURNAL OF FINANCIAL ECONOMICS,
1977,
5
(02)
:115
-146
[9]
FOREIGN-CURRENCY OPTION VALUES
[J].
GARMAN, MB
论文数:
0
引用数:
0
h-index:
0
GARMAN, MB
;
KOHLHAGEN, SW
论文数:
0
引用数:
0
h-index:
0
KOHLHAGEN, SW
.
JOURNAL OF INTERNATIONAL MONEY AND FINANCE,
1983,
2
(03)
:231
-237
[10]
GESKE R, 1986, CAPITAL MARKET EQUIL
←
1
2
→
共 20 条
[1]
BAILEY W, 1986, THESIS U CALIF
[2]
ON THE CONSISTENCY OF THE BLACK-SCHOLES MODEL WITH A GENERAL EQUILIBRIUM FRAMEWORK
[J].
BICK, A
论文数:
0
引用数:
0
h-index:
0
BICK, A
.
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS,
1987,
22
(03)
:259
-275
[3]
PRICING OF OPTIONS AND CORPORATE LIABILITIES
[J].
BLACK, F
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL 60637
BLACK, F
;
SCHOLES, M
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL 60637
SCHOLES, M
.
JOURNAL OF POLITICAL ECONOMY,
1973,
81
(03)
:637
-654
[4]
CONSUMPTION, PRODUCTION, INFLATION AND INTEREST-RATES - A SYNTHESIS
[J].
BREEDEN, DT
论文数:
0
引用数:
0
h-index:
0
BREEDEN, DT
.
JOURNAL OF FINANCIAL ECONOMICS,
1986,
16
(01)
:3
-39
[5]
AN INTERTEMPORAL GENERAL EQUILIBRIUM-MODEL OF ASSET PRICES
[J].
COX, JC
论文数:
0
引用数:
0
h-index:
0
机构:
YALE UNIV,NEW HAVEN,CT 06520
YALE UNIV,NEW HAVEN,CT 06520
COX, JC
;
INGERSOLL, JE
论文数:
0
引用数:
0
h-index:
0
机构:
YALE UNIV,NEW HAVEN,CT 06520
YALE UNIV,NEW HAVEN,CT 06520
INGERSOLL, JE
;
ROSS, SA
论文数:
0
引用数:
0
h-index:
0
机构:
YALE UNIV,NEW HAVEN,CT 06520
YALE UNIV,NEW HAVEN,CT 06520
ROSS, SA
.
ECONOMETRICA,
1985,
53
(02)
:363
-384
[6]
A THEORY OF THE TERM STRUCTURE OF INTEREST-RATES
[J].
COX, JC
论文数:
0
引用数:
0
h-index:
0
机构:
YALE UNIV,NEW HAVEN,CT 06520
YALE UNIV,NEW HAVEN,CT 06520
COX, JC
;
INGERSOLL, JE
论文数:
0
引用数:
0
h-index:
0
机构:
YALE UNIV,NEW HAVEN,CT 06520
YALE UNIV,NEW HAVEN,CT 06520
INGERSOLL, JE
;
ROSS, SA
论文数:
0
引用数:
0
h-index:
0
机构:
YALE UNIV,NEW HAVEN,CT 06520
YALE UNIV,NEW HAVEN,CT 06520
ROSS, SA
.
ECONOMETRICA,
1985,
53
(02)
:385
-407
[7]
INDEX OPTIONS - THE EARLY EVIDENCE
[J].
EVNINE, J
论文数:
0
引用数:
0
h-index:
0
EVNINE, J
;
RUDD, A
论文数:
0
引用数:
0
h-index:
0
RUDD, A
.
JOURNAL OF FINANCE,
1985,
40
(03)
:743
-756
[8]
ASSET RETURNS AND INFLATION
[J].
FAMA, EF
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV ROCHESTER,GRAD SCH MANAGEMENT,ROCHESTER,NY 14627
UNIV ROCHESTER,GRAD SCH MANAGEMENT,ROCHESTER,NY 14627
FAMA, EF
;
SCHWERT, GW
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV ROCHESTER,GRAD SCH MANAGEMENT,ROCHESTER,NY 14627
UNIV ROCHESTER,GRAD SCH MANAGEMENT,ROCHESTER,NY 14627
SCHWERT, GW
.
JOURNAL OF FINANCIAL ECONOMICS,
1977,
5
(02)
:115
-146
[9]
FOREIGN-CURRENCY OPTION VALUES
[J].
GARMAN, MB
论文数:
0
引用数:
0
h-index:
0
GARMAN, MB
;
KOHLHAGEN, SW
论文数:
0
引用数:
0
h-index:
0
KOHLHAGEN, SW
.
JOURNAL OF INTERNATIONAL MONEY AND FINANCE,
1983,
2
(03)
:231
-237
[10]
GESKE R, 1986, CAPITAL MARKET EQUIL
←
1
2
→