ELEMENTS OF A THEORY OF STOCK-OPTION VALUE

[1] Aitchison J., 1957, LOGNORMAL DISTRIBUTI

[2] Bachelier L., 1900, THEORIE SPECULATION

[3] CASTELLI C, 1877, THEORY OPTIONS STOCK, P7

[4] COOTNER PH, 1962, IMR-IND MANAG REV, V3, P24

[5] MANDELBROT AND THE STABLE PARETIAN HYPOTHESIS [J]. JOURNAL OF BUSINESS, 1963, 36 (04) : 420 - 429

[6] FRANKLIN CB, 1958, PUT OPTION CALL OPTI, P10

[7] FRANKLIN CB, 1958, J FINANCE, V13, P13

[8] THE PARETO-LEVY LAW AND THE DISTRIBUTION OF INCOME [J]. INTERNATIONAL ECONOMIC REVIEW, 1960, 1 (02) : 79 - 106

[9] NEW METHODS IN STATISTICAL ECONOMICS [J]. JOURNAL OF POLITICAL ECONOMY, 1963, 71 (05) : 421 - 440

[10] STABLE PARETIAN RANDOM FUNCTIONS AND THE MULTIPLICATIVE VARIATION OF INCOME [J]. ECONOMETRICA, 1961, 29 (04) : 517 - 543

[1] Aitchison J., 1957, LOGNORMAL DISTRIBUTI

[2] Bachelier L., 1900, THEORIE SPECULATION

[3] CASTELLI C, 1877, THEORY OPTIONS STOCK, P7

[4] COOTNER PH, 1962, IMR-IND MANAG REV, V3, P24

[5] MANDELBROT AND THE STABLE PARETIAN HYPOTHESIS [J]. JOURNAL OF BUSINESS, 1963, 36 (04) : 420 - 429

[6] FRANKLIN CB, 1958, PUT OPTION CALL OPTI, P10

[7] FRANKLIN CB, 1958, J FINANCE, V13, P13

[8] THE PARETO-LEVY LAW AND THE DISTRIBUTION OF INCOME [J]. INTERNATIONAL ECONOMIC REVIEW, 1960, 1 (02) : 79 - 106

[9] NEW METHODS IN STATISTICAL ECONOMICS [J]. JOURNAL OF POLITICAL ECONOMY, 1963, 71 (05) : 421 - 440

[10] STABLE PARETIAN RANDOM FUNCTIONS AND THE MULTIPLICATIVE VARIATION OF INCOME [J]. ECONOMETRICA, 1961, 29 (04) : 517 - 543