A SIMPLE FORMULA FOR THE EXPECTED RATE OF RETURN OF AN OPTION OVER A FINITE HOLDING PERIOD

被引:24
作者
RUBINSTEIN, M
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D O I
10.2307/2327740
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
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页码:1503 / 1509
页数:7
相关论文
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[2]  
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[4]   VALUATION OF UNCERTAIN INCOME STREAMS AND PRICING OF OPTIONS [J].
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BELL JOURNAL OF ECONOMICS, 1976, 7 (02) :407-425