PRICES OF STATE-CONTINGENT CLAIMS IMPLICIT IN OPTION PRICES

被引：949

作者：

BREEDEN, DT ^{[1
]}

LITZENBERGER, RH ^{[1
]}

机构：

[1] STANFORD UNIV,STANFORD,CA 94305

来源：

JOURNAL OF BUSINESS | 1978年 / 51卷 / 04期

关键词：

D O I：

10.1086/296025

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：621 / 651

页数：31

共 38 条

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