GENERAL EQUILIBRIUM PRICING OF OPTIONS ON THE MARKET PORTFOLIO WITH DISCONTINUOUS RETURNS

被引：186

作者：

NAIK, V ^{[1
]}

LEE, M ^{[1
]}

机构：

[1] UNIV SASKATCHEWAN,SASKATOON S7N 0W0,SASKATCHEWAN,CANADA

来源：

REVIEW OF FINANCIAL STUDIES | 1990年 / 3卷 / 04期

关键词：

D O I：

10.1093/rfs/3.4.493

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：493 / 521

页数：29

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