THE RETURNS AND RISKS OF ALTERNATIVE PUT-OPTION PORTFOLIO INVESTMENT STRATEGIES

被引：31

作者：

MERTON, RC

SCHOLES, MS

GLADSTEIN, ML

机构：

[1] UNIV CHICAGO,CHICAGO,IL 60637

[2] DONALDSON LUFKIN & JENRETTE SECUR CORP,NEW YORK,NY

来源：

JOURNAL OF BUSINESS | 1982年 / 55卷 / 01期

关键词：

D O I：

10.1086/296153

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

收藏

页码：1 / 55

页数：55

相关论文

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