VALUATION OF AMERICAN PUT OPTIONS

被引：315

作者：

BRENNAN, MJ ^{[1
]}

SCHWARTZ, ES ^{[1
]}

机构：

[1] UNIV BRITISH COLUMBIA,VANCOUVER V6T 1W5,BRITISH COLUMBI,CANADA

来源：

关键词：

D O I：

10.2307/2326779

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：449 / 462

页数：14

共 8 条

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BLACK, F ;

SCHOLES, M .

[2] PRICING OF OPTIONS AND CORPORATE LIABILITIES [J].

BLACK, F ;

SCHOLES, M .

[3]

Gould J. P., 1974, J FINANC ECON, V1, P105

[4]

LATANE HA, UNPUBLISHED DRAFT

[5]

McCracken D.D., 1964, NUMERICAL METHODS FO

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

MERTON, RC .

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

[7]

PARKINSON M, TO BE PUBLISHED

[8] OPTION PRICING - REVIEW [J].

SMITH, CW .