MATHEMATICS OF SPECULATIVE PRICE

被引：53

作者：

SAMUELSON, PA ^{[1
]}

机构：

[1] MIT, CAMBRIDGE, MA 02139 USA

来源：

关键词：

D O I：

10.1137/1015001

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

引用

页码：1 / 42

页数：42

共 124 条

[1]

Aitchison J, 1957, LOGNORMAL DISTRIBUTI

[2]

[Anonymous], 1970, ESSAYS THEORY RISK B

[3]

Arrow K. J., 1965, ASPECTS THEORY RISK

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

ARROW, KJ .

[5]

Bachelier L., 1900, THEORIE SPECULATION

[6]

Barone E, 1908, MINISTRY PRODUCTION

[7] EXPOSITION OF A NEW THEORY ON THE MEASUREMENT OF RISK [J].

Bernoulli, Daniel .

[8]

Bernoulli Daniel, 1738, ECONOMETRICA, V5, P175

[9]

BLACK F, J POLITICAL ECONOMY

[10] NOTE ON UNCERTAINTY AND INDIFFERENCE CURVES [J].

BORCH, K .