NOTES ON MULTI-PERIOD VALUATION AND THE PRICING OF OPTIONS

被引：20

作者：

BHATTACHARYA, S

机构：

来源：

关键词：

D O I：

10.2307/2327470

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：163 / 180

页数：18

共 31 条

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[14]

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[16]

HAKANSSON NH, 1977, FINANCIAL DECISION M

KRAUS, A ;

LITZENBERGER, RH .

[18]

KREPS D, 1979, 298 STANF U I MATH S

[19]

LINTNER J, 1965, REV EC STATISTICS, V47

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

MERTON, RC .

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