AN EXTENSION OF THE BLACK-SCHOLES MODEL OF SECURITY VALUATION

被引：18

作者：

DUFFIE, D ^{[1
]}

机构：

[1] MATH SCI RES INST, BERKELEY, CA USA

来源：

JOURNAL OF ECONOMIC THEORY | 1988年 / 46卷 / 01期

关键词：

D O I：

10.1016/0022-0531(88)90160-3

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：194 / 204

页数：11

共 19 条

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