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OPTION PRICING BOUNDS IN DISCRETE-TIME
被引:46
作者
:
PERRAKIS, S
论文数:
0
引用数:
0
h-index:
0
PERRAKIS, S
RYAN, PJ
论文数:
0
引用数:
0
h-index:
0
RYAN, PJ
机构
:
来源
:
JOURNAL OF FINANCE
|
1984年
/ 39卷
/ 02期
关键词
:
D O I
:
10.2307/2327875
中图分类号
:
F8 [财政、金融];
学科分类号
:
0202 ;
摘要
:
引用
收藏
页码:519 / 525
页数:7
相关论文
共 12 条
[1]
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
[2]
ASSESSMENT OF RISK
[J].
BLUME, ME
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV PENN,PHILADELPHIA,PA
UNIV PENN,PHILADELPHIA,PA
BLUME, ME
.
JOURNAL OF FINANCE,
1971,
26
(01)
:1
-10
[3]
ELEMENTS OF A THEORY OF STOCK-OPTION VALUE
[J].
BONESS, AJ
论文数:
0
引用数:
0
h-index:
0
BONESS, AJ
.
JOURNAL OF POLITICAL ECONOMY,
1964,
72
(02)
:163
-175
[4]
INTERTEMPORAL ASSET PRICING MODEL WITH STOCHASTIC CONSUMPTION AND INVESTMENT OPPORTUNITIES
[J].
BREEDEN, DT
论文数:
0
引用数:
0
h-index:
0
机构:
Stanford University, Stanford
BREEDEN, DT
.
JOURNAL OF FINANCIAL ECONOMICS,
1979,
7
(03)
:265
-296
[5]
PRICING OF CONTINGENT CLAIMS IN DISCRETE-TIME MODELS
[J].
BRENNAN, MJ
论文数:
0
引用数:
0
h-index:
0
BRENNAN, MJ
.
JOURNAL OF FINANCE,
1979,
34
(01)
:53
-68
[6]
OPTION PRICING - SIMPLIFIED APPROACH
[J].
COX, JC
论文数:
0
引用数:
0
h-index:
0
机构:
STANFORD UNIV,STANFORD,CA 94305
COX, JC
;
ROSS, SA
论文数:
0
引用数:
0
h-index:
0
机构:
STANFORD UNIV,STANFORD,CA 94305
ROSS, SA
;
RUBINSTEIN, M
论文数:
0
引用数:
0
h-index:
0
机构:
STANFORD UNIV,STANFORD,CA 94305
RUBINSTEIN, M
.
JOURNAL OF FINANCIAL ECONOMICS,
1979,
7
(03)
:229
-263
[7]
Merton R. C., 1974, J FINANC ECON, V1, P67, DOI DOI 10.1016/0304-405X(74)90009-9
[8]
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
[9]
THEORY OF FINANCE FROM PERSPECTIVE OF CONTINUOUS TIME
[J].
MERTON, RC
论文数:
0
引用数:
0
h-index:
0
机构:
MIT,CAMBRIDGE,MA 02139
MIT,CAMBRIDGE,MA 02139
MERTON, RC
.
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS,
1975,
10
(04)
:659
-674
[10]
OPTION PRICING WHEN UNDERLYING STOCK RETURNS ARE DISCONTINUOUS
[J].
MERTON, RC
论文数:
0
引用数:
0
h-index:
0
机构:
MIT,CAMBRIDGE,MA 02139
MIT,CAMBRIDGE,MA 02139
MERTON, RC
.
JOURNAL OF FINANCIAL ECONOMICS,
1976,
3
(1-2)
:125
-144
←
1
2
→
共 12 条
[1]
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
[2]
ASSESSMENT OF RISK
[J].
BLUME, ME
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV PENN,PHILADELPHIA,PA
UNIV PENN,PHILADELPHIA,PA
BLUME, ME
.
JOURNAL OF FINANCE,
1971,
26
(01)
:1
-10
[3]
ELEMENTS OF A THEORY OF STOCK-OPTION VALUE
[J].
BONESS, AJ
论文数:
0
引用数:
0
h-index:
0
BONESS, AJ
.
JOURNAL OF POLITICAL ECONOMY,
1964,
72
(02)
:163
-175
[4]
INTERTEMPORAL ASSET PRICING MODEL WITH STOCHASTIC CONSUMPTION AND INVESTMENT OPPORTUNITIES
[J].
BREEDEN, DT
论文数:
0
引用数:
0
h-index:
0
机构:
Stanford University, Stanford
BREEDEN, DT
.
JOURNAL OF FINANCIAL ECONOMICS,
1979,
7
(03)
:265
-296
[5]
PRICING OF CONTINGENT CLAIMS IN DISCRETE-TIME MODELS
[J].
BRENNAN, MJ
论文数:
0
引用数:
0
h-index:
0
BRENNAN, MJ
.
JOURNAL OF FINANCE,
1979,
34
(01)
:53
-68
[6]
OPTION PRICING - SIMPLIFIED APPROACH
[J].
COX, JC
论文数:
0
引用数:
0
h-index:
0
机构:
STANFORD UNIV,STANFORD,CA 94305
COX, JC
;
ROSS, SA
论文数:
0
引用数:
0
h-index:
0
机构:
STANFORD UNIV,STANFORD,CA 94305
ROSS, SA
;
RUBINSTEIN, M
论文数:
0
引用数:
0
h-index:
0
机构:
STANFORD UNIV,STANFORD,CA 94305
RUBINSTEIN, M
.
JOURNAL OF FINANCIAL ECONOMICS,
1979,
7
(03)
:229
-263
[7]
Merton R. C., 1974, J FINANC ECON, V1, P67, DOI DOI 10.1016/0304-405X(74)90009-9
[8]
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
[9]
THEORY OF FINANCE FROM PERSPECTIVE OF CONTINUOUS TIME
[J].
MERTON, RC
论文数:
0
引用数:
0
h-index:
0
机构:
MIT,CAMBRIDGE,MA 02139
MIT,CAMBRIDGE,MA 02139
MERTON, RC
.
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS,
1975,
10
(04)
:659
-674
[10]
OPTION PRICING WHEN UNDERLYING STOCK RETURNS ARE DISCONTINUOUS
[J].
MERTON, RC
论文数:
0
引用数:
0
h-index:
0
机构:
MIT,CAMBRIDGE,MA 02139
MIT,CAMBRIDGE,MA 02139
MERTON, RC
.
JOURNAL OF FINANCIAL ECONOMICS,
1976,
3
(1-2)
:125
-144
←
1
2
→