OPTION PRICING IN A LOGNORMAL SECURITIES MARKET WITH DISCRETE TRADING

被引：8

作者：

LEE, WY

RAO, RKS

AUCHMUTY, JFG

机构：

[1] INDIANA UNIV, BLOOMINGTON, IN 47405 USA

[2] UNIV TEXAS, AUSTIN, TX 78712 USA

来源：

JOURNAL OF FINANCIAL ECONOMICS | 1981年 / 9卷 / 01期

关键词：

D O I：

10.1016/0304-405X(81)90021-0

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：75 / 101

页数：27

共 46 条

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