APPROXIMATE OPTION VALUATION FOR ARBITRARY STOCHASTIC-PROCESSES

被引：243

作者：

JARROW, R

RUDD, A

机构：

来源：

关键词：

D O I：

10.1016/0304-405X(82)90007-1

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：347 / 369

页数：23

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[5]

BRENNAN M, 1979, J FINANCE, V1, P53

[6]

COX J, 1978, UNPUB OPTION MARKETS

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COX, JC ;

ROSS, SA .

[8]

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[9]

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