IMPLIED INTEREST-RATES

被引：19

作者：

BRENNER, M ^{[1
]}

GALAI, D ^{[1
]}

机构：

[1] HEBREW UNIV JERUSALEM, JERUSALEM, ISRAEL

来源：

JOURNAL OF BUSINESS | 1986年 / 59卷 / 03期

关键词：

D O I：

10.1086/296349

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：493 / 507

页数：15

共 12 条

[1]

BHATTACHARYA M, 1978, BERKELEY OPTIONS DAT

[2]

Black F., 1975, FINANCIAL ANAL J, V31, P36, DOI DOI 10.2469/FAJ.V31.N4.36

[3] ON MEASURING THE RISK OF COMMON-STOCKS IMPLIED BY OPTIONS PRICES - A NOTE [J].

BRENNER, M ;

GALAI, D .

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1984, 19 (04) :403-412

[4]

BRENNER M, 1981, PROPERTIES ESTIMATED

[5]

Castelli C., 1877, THEORY OPTIONS STOCK

[6] EMPIRICAL TESTS OF BOUNDARY-CONDITIONS FOR CBOE OPTIONS [J].

GALAI, D .

JOURNAL OF FINANCIAL ECONOMICS, 1978, 6 (2-3) :187-211

[7]

Gould J. P., 1974, J FINANC ECON, V1, P105

[8] AN EX-ANTE ANALYSIS OF PUT-CALL PARITY [J].

KLEMKOSKY, RC ;

RESNICK, BG .

JOURNAL OF FINANCIAL ECONOMICS, 1980, 8 (04) :363-378

[9] PUT-CALL PARITY AND MARKET EFFICIENCY [J].

KLEMKOSKY, RC ;

RESNICK, BG .

JOURNAL OF FINANCE, 1979, 34 (05) :1141-1155

[10] THEORY OF RATIONAL OPTION PRICING [J].

MERTON, RC .

BELL JOURNAL OF ECONOMICS, 1973, 4 (01) :141-183

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