A SIMPLE APPROACH TO INTEREST-RATE OPTION PRICING

被引：32

作者：

TURNBULL, SM

MILNE, F

机构：

[1] INST POLICY ANAL,TORONTO,ONTARIO,CANADA

[2] AUSTRALIAN NATL UNIV,CANBERRA,ACT 2600,AUSTRALIA

来源：

REVIEW OF FINANCIAL STUDIES | 1991年 / 4卷 / 01期

关键词：

D O I：

10.1093/rfs/4.1.87

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：87 / 120

页数：34

共 29 条

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[10]

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