AN ANALYTIC APPROXIMATION FOR THE AMERICAN PUT PRICE

被引：87

作者：

JOHNSON, HE

机构：

来源：

关键词：

D O I：

10.2307/2330809

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：141 / 148

页数：8

共 7 条

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BLACK, F ;

SCHOLES, M .

[2] VALUATION OF AMERICAN PUT OPTIONS [J].

BRENNAN, MJ ;

SCHWARTZ, ES .

[3]

DAHLQUIST G., 1974, NUMERICAL METHODS

[4] VALUE OF AN OPTION TO EXCHANGE ONE ASSET FOR ANOTHER [J].

MARGRABE, W .

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

MERTON, RC .

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

[6] OPTION PRICING - AMERICAN PUT [J].

PARKINSON, M .

[7]

RUBINSTEIN M, 1982, OPTIONS MARKETS