PRICING THE SPIN

被引：27

作者：

CHEN, KC

SEARS, RS

机构：

[1] CALIF STATE UNIV FRESNO,FINANCE,FRESNO,CA 93740

[2] TEXAS TECH UNIV,INST BANKING & FINANCIAL STUDIES,LUBBOCK,TX 79409

来源：

关键词：

D O I：

10.2307/3665633

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：36 / 47

页数：12

共 23 条

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BLACK, F ;

SCHOLES, M .

[3]

BLACK F, 1975, FINANCIAL ANAL J JUL, P61

[4]

Black F., 1975, FINANCIAL ANAL J, V31, P36, DOI DOI 10.2469/FAJ.V31.N4.36

[5]

BRENNER M, 1987, 414 SAL BROTH CTR ST

[6]

BRENNER M, 1985, J FINANCE DEC, P1303

[7]

CHEN A, 1988, FINANCIAL MANAGE SPR, P27

[8]

DUTT J, 1986, INVESTMENT DEALE MAR, P20

[9] INDEX OPTIONS - THE EARLY EVIDENCE [J].

EVNINE, J ;

RUDD, A .

[10]

EYTAN TH, 1986, J FINANCE SEP, P843