AN EXACT BOND OPTION FORMULA

被引：204

作者：

JAMSHIDIAN, F

机构：

来源：

关键词：

D O I：

10.2307/2328284

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：205 / 209

页数：5

共 8 条

[1]

[Anonymous], 1975, STOCHASTIC DIFFERENT

[2]

Arnold Ludwig, 1974, STOCHASTIC DIFFERENT

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COX, JC ;

INGERSOLL, JE ;

ROSS, SA .

[4]

Dothan L. U., 1982, J FINANC QUANT ANAL, V17, P75

HO, TSY ;

LEE, SB .

[6]

JAMSHIDIAN F, 1987, PRICING CONTINGENT C

[7] THEORY OF RATIONAL OPTION PRICING [J].

MERTON, RC .

BELL JOURNAL OF ECONOMICS, 1973, 4 (01) :141-183

[8] EQUILIBRIUM CHARACTERIZATION OF TERM STRUCTURE [J].

VASICEK, O .