ON THE CONSISTENCY OF THE BLACK-SCHOLES MODEL WITH A GENERAL EQUILIBRIUM FRAMEWORK

被引：36

作者：

BICK, A

机构：

来源：

关键词：

D O I：

10.2307/2330962

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：259 / 275

页数：17

共 34 条

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[5]

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BREEDEN, DT ;

LITZENBERGER, RH .

[9] PRICING OF CONTINGENT CLAIMS IN DISCRETE-TIME MODELS [J].

BRENNAN, MJ .

[10] VALUATION OF OPTIONS FOR ALTERNATIVE STOCHASTIC-PROCESSES [J].

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ROSS, SA .