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BOND PRICE DYNAMICS AND OPTIONS
被引:43
作者
:
BALL, CA
论文数:
0
引用数:
0
h-index:
0
BALL, CA
TOROUS, WN
论文数:
0
引用数:
0
h-index:
0
TOROUS, WN
机构
:
来源
:
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS
|
1983年
/ 18卷
/ 04期
关键词
:
D O I
:
10.2307/2330945
中图分类号
:
F8 [财政、金融];
学科分类号
:
0202 ;
摘要
:
引用
收藏
页码:517 / 531
页数:15
相关论文
共 7 条
[1]
PRICING OF OPTIONS AND CORPORATE LIABILITIES
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
[J].
JOURNAL OF POLITICAL ECONOMY,
1973,
81
(03)
: 637
-
654
[2]
VALUATION OF AMERICAN PUT OPTIONS
BRENNAN, MJ
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV BRITISH COLUMBIA,VANCOUVER V6T 1W5,BRITISH COLUMBI,CANADA
UNIV BRITISH COLUMBIA,VANCOUVER V6T 1W5,BRITISH COLUMBI,CANADA
BRENNAN, MJ
SCHWARTZ, ES
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV BRITISH COLUMBIA,VANCOUVER V6T 1W5,BRITISH COLUMBI,CANADA
UNIV BRITISH COLUMBIA,VANCOUVER V6T 1W5,BRITISH COLUMBI,CANADA
SCHWARTZ, ES
[J].
JOURNAL OF FINANCE,
1977,
32
(02)
: 449
-
462
[3]
AN EQUILIBRIUM-MODEL OF BOND PRICING AND A TEST OF MARKET-EFFICIENCY
BRENNAN, MJ
论文数:
0
引用数:
0
h-index:
0
BRENNAN, MJ
SCHWARTZ, ES
论文数:
0
引用数:
0
h-index:
0
SCHWARTZ, ES
[J].
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS,
1982,
17
(03)
: 301
-
329
[4]
BRENNAN MJ, 1982, 888 U BRIT COL WORK
[5]
THE PRICING OF OPTIONS ON DEFAULT-FREE BONDS
COURTADON, G
论文数:
0
引用数:
0
h-index:
0
COURTADON, G
[J].
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS,
1982,
17
(01)
: 75
-
100
[6]
KARLIN S, 1981, 2ND COURSE STOCHASTI
[7]
THEORY OF RATIONAL OPTION PRICING
MERTON, RC
论文数:
0
引用数:
0
h-index:
0
机构:
MIT,SLOAN SCH MANAGEMENT,CAMBRIDGE,MA 02139
MIT,SLOAN SCH MANAGEMENT,CAMBRIDGE,MA 02139
MERTON, RC
[J].
BELL JOURNAL OF ECONOMICS,
1973,
4
(01):
: 141
-
183
←
1
→
共 7 条
[1]
PRICING OF OPTIONS AND CORPORATE LIABILITIES
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
[J].
JOURNAL OF POLITICAL ECONOMY,
1973,
81
(03)
: 637
-
654
[2]
VALUATION OF AMERICAN PUT OPTIONS
BRENNAN, MJ
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV BRITISH COLUMBIA,VANCOUVER V6T 1W5,BRITISH COLUMBI,CANADA
UNIV BRITISH COLUMBIA,VANCOUVER V6T 1W5,BRITISH COLUMBI,CANADA
BRENNAN, MJ
SCHWARTZ, ES
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV BRITISH COLUMBIA,VANCOUVER V6T 1W5,BRITISH COLUMBI,CANADA
UNIV BRITISH COLUMBIA,VANCOUVER V6T 1W5,BRITISH COLUMBI,CANADA
SCHWARTZ, ES
[J].
JOURNAL OF FINANCE,
1977,
32
(02)
: 449
-
462
[3]
AN EQUILIBRIUM-MODEL OF BOND PRICING AND A TEST OF MARKET-EFFICIENCY
BRENNAN, MJ
论文数:
0
引用数:
0
h-index:
0
BRENNAN, MJ
SCHWARTZ, ES
论文数:
0
引用数:
0
h-index:
0
SCHWARTZ, ES
[J].
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS,
1982,
17
(03)
: 301
-
329
[4]
BRENNAN MJ, 1982, 888 U BRIT COL WORK
[5]
THE PRICING OF OPTIONS ON DEFAULT-FREE BONDS
COURTADON, G
论文数:
0
引用数:
0
h-index:
0
COURTADON, G
[J].
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS,
1982,
17
(01)
: 75
-
100
[6]
KARLIN S, 1981, 2ND COURSE STOCHASTI
[7]
THEORY OF RATIONAL OPTION PRICING
MERTON, RC
论文数:
0
引用数:
0
h-index:
0
机构:
MIT,SLOAN SCH MANAGEMENT,CAMBRIDGE,MA 02139
MIT,SLOAN SCH MANAGEMENT,CAMBRIDGE,MA 02139
MERTON, RC
[J].
BELL JOURNAL OF ECONOMICS,
1973,
4
(01):
: 141
-
183
←
1
→