OPTION PRICING - REVIEW

被引：179

作者：

SMITH, CW ^{[1
]}

机构：

[1] UNIV ROCHESTER,ROCHESTER,NY 14627

来源：

JOURNAL OF FINANCIAL ECONOMICS | 1976年 / 3卷 / 1-2期

关键词：

D O I：

10.1016/0304-405X(76)90019-2

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：3 / 51

页数：49

共 76 条

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BLACK, F ;

SCHOLES, M .

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[7]

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[8]

Black F., 1974, PRICING COMPLEX OPTI

[9]

Boness A. J., 1964, RANDOM CHARACTER STO, P475

[10] ELEMENTS OF A THEORY OF STOCK-OPTION VALUE [J].

BONESS, AJ .

JOURNAL OF POLITICAL ECONOMY, 1964, 72 (02) :163-175

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