VALUATION BY APPROXIMATION - A COMPARISON OF ALTERNATIVE OPTION VALUATION TECHNIQUES

被引：102

作者：

GESKE, R ^{[1
]}

SHASTRI, K ^{[1
]}

机构：

[1] UNIV PITTSBURGH,PITTSBURGH,PA 15260

来源：

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS | 1985年 / 20卷 / 01期

关键词：

D O I：

10.2307/2330677

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

收藏

页码：45 / 71

页数：27

相关论文

共 32 条

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[9] A MORE ACCURATE FINITE-DIFFERENCE APPROXIMATION FOR THE VALUATION OF OPTIONS
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[10] COX J, 1975, UNPUB NOTE OPTION PR, V1

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