HEDGING OPTIONS

被引：5

作者：

CHEN, NF ^{[1
]}

JOHNSON, H ^{[1
]}

机构：

[1] UNIV CALIF BERKELEY, BERKELEY, CA 94720 USA

来源：

JOURNAL OF FINANCIAL ECONOMICS | 1985年 / 14卷 / 02期

关键词：

D O I：

10.1016/0304-405X(85)90021-2

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：317 / 321

页数：5

共 11 条

[1]

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[4]

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[7] OPTION PRICING - SIMPLIFIED APPROACH [J].

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JOURNAL OF FINANCIAL ECONOMICS, 1979, 7 (03) :229-263

[8]

DAHLQUIST G., 1974, NUMERICAL METHODS

[9] OPTION PRICING WHEN THE UNDERLYING ASSET EARNS A BELOW-EQUILIBRIUM RATE OF RETURN - A NOTE [J].

MCDONALD, R ;

SIEGEL, D .

JOURNAL OF FINANCE, 1984, 39 (01) :261-265

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

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

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