VALUATION OF OPTIONS FOR ALTERNATIVE STOCHASTIC-PROCESSES

被引：1259

作者：

COX, JC

ROSS, SA

机构：

[1] STANFORD UNIV,STANFORD,CA 94305

[2] UNIV PENN,PHILADELPHIA,PA 19174

来源：

关键词：

D O I：

10.1016/0304-405X(76)90023-4

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：145 / 166

页数：22

共 18 条

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SCHOLES, M .

[3]

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[4]

COX JC, 1975, GENERAL STRUCTURE CO

[5] 2 SINGULAR DIFFUSION PROBLEMS [J].

FELLER, W .

[6]

FELLER W, 1966, INTRO PROBABILITY TH, V1

[7]

FELLER W, 1951, 2ND P BERK S MATH ST, P227

[8]

Feller W., 1966, INTRO PROBABILITY TH, V2

[9]

INGERSOLL J, 1975, MIT78275 WORK PAP

[10]

McKean H. P, 1969, STOCHASTIC INTEGRALS