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A MORE ACCURATE FINITE-DIFFERENCE APPROXIMATION FOR THE VALUATION OF OPTIONS
被引:67
作者
:
COURTADON, G
论文数:
0
引用数:
0
h-index:
0
COURTADON, G
机构
:
来源
:
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS
|
1982年
/ 17卷
/ 05期
关键词
:
D O I
:
10.2307/2330857
中图分类号
:
F8 [财政、金融];
学科分类号
:
0202 ;
摘要
:
引用
收藏
页码:697 / 703
页数:7
相关论文
共 4 条
[1]
PRICING OF OPTIONS AND CORPORATE LIABILITIES
[J].
BLACK, F
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL 60637
BLACK, F
;
SCHOLES, M
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL 60637
SCHOLES, M
.
JOURNAL OF POLITICAL ECONOMY,
1973,
81
(03)
:637
-654
[2]
FINITE-DIFFERENCE METHODS AND JUMP PROCESSES ARISING IN PRICING OF CONTINGENT CLAIMS - SYNTHESIS
[J].
BRENNAN, MJ
论文数:
0
引用数:
0
h-index:
0
BRENNAN, MJ
;
SCHWARTZ, ES
论文数:
0
引用数:
0
h-index:
0
SCHWARTZ, ES
.
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS,
1978,
13
(03)
:461
-474
[3]
VALUATION OF WARRANTS - IMPLEMENTING A NEW APPROACH
[J].
SCHWARTZ, ES
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV BRITISH COLUMBIA,VANCOUVER V6T 1W5,BRITISH COLUMBI,CANADA
UNIV BRITISH COLUMBIA,VANCOUVER V6T 1W5,BRITISH COLUMBI,CANADA
SCHWARTZ, ES
.
JOURNAL OF FINANCIAL ECONOMICS,
1977,
4
(01)
:79
-93
[4]
Smith G.D, 1978, NUMERICAL SOLUTION P, VSecond
←
1
→
共 4 条
[1]
PRICING OF OPTIONS AND CORPORATE LIABILITIES
[J].
BLACK, F
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL 60637
BLACK, F
;
SCHOLES, M
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL 60637
SCHOLES, M
.
JOURNAL OF POLITICAL ECONOMY,
1973,
81
(03)
:637
-654
[2]
FINITE-DIFFERENCE METHODS AND JUMP PROCESSES ARISING IN PRICING OF CONTINGENT CLAIMS - SYNTHESIS
[J].
BRENNAN, MJ
论文数:
0
引用数:
0
h-index:
0
BRENNAN, MJ
;
SCHWARTZ, ES
论文数:
0
引用数:
0
h-index:
0
SCHWARTZ, ES
.
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS,
1978,
13
(03)
:461
-474
[3]
VALUATION OF WARRANTS - IMPLEMENTING A NEW APPROACH
[J].
SCHWARTZ, ES
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV BRITISH COLUMBIA,VANCOUVER V6T 1W5,BRITISH COLUMBI,CANADA
UNIV BRITISH COLUMBIA,VANCOUVER V6T 1W5,BRITISH COLUMBI,CANADA
SCHWARTZ, ES
.
JOURNAL OF FINANCIAL ECONOMICS,
1977,
4
(01)
:79
-93
[4]
Smith G.D, 1978, NUMERICAL SOLUTION P, VSecond
←
1
→