CALL OPTIONS AND THE RISK OF UNDERLYING SECURITIES

被引：32

作者：

JAGANNATHAN, R

机构：

来源：

关键词：

D O I：

10.1016/0304-405X(84)90007-2

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：425 / 434

页数：10

共 6 条

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[3] HUANG CF, 1982, UNPUB INFORMATION ST
[4] MERTON R., 1982, HDB MATH EC, VII, P601
[5] THEORY OF RATIONAL OPTION PRICING
MERTON, RC
[J]. BELL JOURNAL OF ECONOMICS, 1973, 4 (01): : 141 - 183
[6] INCREASING RISK .1. DEFINITION
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[J]. JOURNAL OF ECONOMIC THEORY, 1970, 2 (03) : 225 - 243