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OPTIONS ON THE SPOT AND OPTIONS ON FUTURES
被引:26
作者
:
BRENNER, M
论文数:
0
引用数:
0
h-index:
0
机构:
NYU,NEW YORK,NY 10003
NYU,NEW YORK,NY 10003
BRENNER, M
[
1
]
COURTADON, G
论文数:
0
引用数:
0
h-index:
0
机构:
NYU,NEW YORK,NY 10003
NYU,NEW YORK,NY 10003
COURTADON, G
[
1
]
SUBRAHMANYAM, M
论文数:
0
引用数:
0
h-index:
0
机构:
NYU,NEW YORK,NY 10003
NYU,NEW YORK,NY 10003
SUBRAHMANYAM, M
[
1
]
机构
:
[1]
NYU,NEW YORK,NY 10003
来源
:
JOURNAL OF FINANCE
|
1985年
/ 40卷
/ 05期
关键词
:
D O I
:
10.2307/2328114
中图分类号
:
F8 [财政、金融];
学科分类号
:
0202 ;
摘要
:
引用
收藏
页码:1303 / 1317
页数:15
相关论文
共 13 条
[1]
A NOTE ON THE DESIGN OF COMMODITY OPTION CONTRACTS
[J].
ASAY, MR
论文数:
0
引用数:
0
h-index:
0
ASAY, MR
.
JOURNAL OF FUTURES MARKETS,
1982,
2
(01)
:1
-7
[2]
PRICING OF COMMODITY CONTRACTS
[J].
BLACK, F
论文数:
0
引用数:
0
h-index:
0
机构:
MIT,SLOAN SCH MANAGEMENT,CAMBRIDGE,MA 02139
MIT,SLOAN SCH MANAGEMENT,CAMBRIDGE,MA 02139
BLACK, F
.
JOURNAL OF FINANCIAL ECONOMICS,
1976,
3
(1-2)
:167
-179
[3]
PRICING OF OPTIONS AND CORPORATE LIABILITIES
[J].
BLACK, F
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL 60637
BLACK, F
;
SCHOLES, M
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL 60637
SCHOLES, M
.
JOURNAL OF POLITICAL ECONOMY,
1973,
81
(03)
:637
-654
[4]
TAXES AND THE PRICING OF STOCK INDEX FUTURES
[J].
CORNELL, B
论文数:
0
引用数:
0
h-index:
0
CORNELL, B
;
FRENCH, KR
论文数:
0
引用数:
0
h-index:
0
FRENCH, KR
.
JOURNAL OF FINANCE,
1983,
38
(03)
:675
-694
[5]
A MORE ACCURATE FINITE-DIFFERENCE APPROXIMATION FOR THE VALUATION OF OPTIONS
[J].
COURTADON, G
论文数:
0
引用数:
0
h-index:
0
COURTADON, G
.
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS,
1982,
17
(05)
:697
-703
[6]
COURTADON G, 1983, OPTIONS DEFAULT FREE
[7]
THE RELATION BETWEEN FORWARD PRICES AND FUTURES PRICES
[J].
COX, JC
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL 60637
COX, JC
;
INGERSOLL, JE
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL 60637
INGERSOLL, JE
;
ROSS, SA
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL 60637
ROSS, SA
.
JOURNAL OF FINANCIAL ECONOMICS,
1981,
9
(04)
:321
-346
[8]
INTRA-DAY TESTS OF THE EFFICIENCY OF THE TREASURY BILL FUTURES MARKET
[J].
ELTON, EJ
论文数:
0
引用数:
0
h-index:
0
机构:
CUNY BERNARD M BARUCH COLL, NEW YORK, NY 10010 USA
CUNY BERNARD M BARUCH COLL, NEW YORK, NY 10010 USA
ELTON, EJ
;
GRUBER, MJ
论文数:
0
引用数:
0
h-index:
0
机构:
CUNY BERNARD M BARUCH COLL, NEW YORK, NY 10010 USA
CUNY BERNARD M BARUCH COLL, NEW YORK, NY 10010 USA
GRUBER, MJ
;
RENTZLER, J
论文数:
0
引用数:
0
h-index:
0
机构:
CUNY BERNARD M BARUCH COLL, NEW YORK, NY 10010 USA
CUNY BERNARD M BARUCH COLL, NEW YORK, NY 10010 USA
RENTZLER, J
.
REVIEW OF ECONOMICS AND STATISTICS,
1984,
66
(01)
:129
-137
[9]
A NOTE ON AN ANALYTICAL VALUATION FORMULA FOR UNPROTECTED AMERICAN CALL OPTIONS ON STOCKS WITH KNOWN DIVIDENDS
[J].
GESKE, R
论文数:
0
引用数:
0
h-index:
0
机构:
University of California, Los Angeles
GESKE, R
.
JOURNAL OF FINANCIAL ECONOMICS,
1979,
7
(04)
:375
-380
[10]
THEORY OF RATIONAL OPTION PRICING
[J].
MERTON, RC
论文数:
0
引用数:
0
h-index:
0
机构:
MIT,SLOAN SCH MANAGEMENT,CAMBRIDGE,MA 02139
MIT,SLOAN SCH MANAGEMENT,CAMBRIDGE,MA 02139
MERTON, RC
.
BELL JOURNAL OF ECONOMICS,
1973,
4
(01)
:141
-183
←
1
2
→
共 13 条
[1]
A NOTE ON THE DESIGN OF COMMODITY OPTION CONTRACTS
[J].
ASAY, MR
论文数:
0
引用数:
0
h-index:
0
ASAY, MR
.
JOURNAL OF FUTURES MARKETS,
1982,
2
(01)
:1
-7
[2]
PRICING OF COMMODITY CONTRACTS
[J].
BLACK, F
论文数:
0
引用数:
0
h-index:
0
机构:
MIT,SLOAN SCH MANAGEMENT,CAMBRIDGE,MA 02139
MIT,SLOAN SCH MANAGEMENT,CAMBRIDGE,MA 02139
BLACK, F
.
JOURNAL OF FINANCIAL ECONOMICS,
1976,
3
(1-2)
:167
-179
[3]
PRICING OF OPTIONS AND CORPORATE LIABILITIES
[J].
BLACK, F
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL 60637
BLACK, F
;
SCHOLES, M
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL 60637
SCHOLES, M
.
JOURNAL OF POLITICAL ECONOMY,
1973,
81
(03)
:637
-654
[4]
TAXES AND THE PRICING OF STOCK INDEX FUTURES
[J].
CORNELL, B
论文数:
0
引用数:
0
h-index:
0
CORNELL, B
;
FRENCH, KR
论文数:
0
引用数:
0
h-index:
0
FRENCH, KR
.
JOURNAL OF FINANCE,
1983,
38
(03)
:675
-694
[5]
A MORE ACCURATE FINITE-DIFFERENCE APPROXIMATION FOR THE VALUATION OF OPTIONS
[J].
COURTADON, G
论文数:
0
引用数:
0
h-index:
0
COURTADON, G
.
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS,
1982,
17
(05)
:697
-703
[6]
COURTADON G, 1983, OPTIONS DEFAULT FREE
[7]
THE RELATION BETWEEN FORWARD PRICES AND FUTURES PRICES
[J].
COX, JC
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL 60637
COX, JC
;
INGERSOLL, JE
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL 60637
INGERSOLL, JE
;
ROSS, SA
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL 60637
ROSS, SA
.
JOURNAL OF FINANCIAL ECONOMICS,
1981,
9
(04)
:321
-346
[8]
INTRA-DAY TESTS OF THE EFFICIENCY OF THE TREASURY BILL FUTURES MARKET
[J].
ELTON, EJ
论文数:
0
引用数:
0
h-index:
0
机构:
CUNY BERNARD M BARUCH COLL, NEW YORK, NY 10010 USA
CUNY BERNARD M BARUCH COLL, NEW YORK, NY 10010 USA
ELTON, EJ
;
GRUBER, MJ
论文数:
0
引用数:
0
h-index:
0
机构:
CUNY BERNARD M BARUCH COLL, NEW YORK, NY 10010 USA
CUNY BERNARD M BARUCH COLL, NEW YORK, NY 10010 USA
GRUBER, MJ
;
RENTZLER, J
论文数:
0
引用数:
0
h-index:
0
机构:
CUNY BERNARD M BARUCH COLL, NEW YORK, NY 10010 USA
CUNY BERNARD M BARUCH COLL, NEW YORK, NY 10010 USA
RENTZLER, J
.
REVIEW OF ECONOMICS AND STATISTICS,
1984,
66
(01)
:129
-137
[9]
A NOTE ON AN ANALYTICAL VALUATION FORMULA FOR UNPROTECTED AMERICAN CALL OPTIONS ON STOCKS WITH KNOWN DIVIDENDS
[J].
GESKE, R
论文数:
0
引用数:
0
h-index:
0
机构:
University of California, Los Angeles
GESKE, R
.
JOURNAL OF FINANCIAL ECONOMICS,
1979,
7
(04)
:375
-380
[10]
THEORY OF RATIONAL OPTION PRICING
[J].
MERTON, RC
论文数:
0
引用数:
0
h-index:
0
机构:
MIT,SLOAN SCH MANAGEMENT,CAMBRIDGE,MA 02139
MIT,SLOAN SCH MANAGEMENT,CAMBRIDGE,MA 02139
MERTON, RC
.
BELL JOURNAL OF ECONOMICS,
1973,
4
(01)
:141
-183
←
1
2
→