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OPTION BOUNDS WITH FINITE REVISION OPPORTUNITIES
被引:27
作者
:
RITCHKEN, PH
论文数:
0
引用数:
0
h-index:
0
RITCHKEN, PH
KUO, S
论文数:
0
引用数:
0
h-index:
0
KUO, S
机构
:
来源
:
JOURNAL OF FINANCE
|
1988年
/ 43卷
/ 02期
关键词
:
D O I
:
10.2307/2328461
中图分类号
:
F8 [财政、金融];
学科分类号
:
0202 ;
摘要
:
引用
收藏
页码:301 / 308
页数:8
相关论文
共 8 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]
Cox J.C., 1985, OPTIONS MARKETS
[3]
OPTION PRICING - SIMPLIFIED APPROACH
[J].
COX, JC
论文数:
0
引用数:
0
h-index:
0
机构:
STANFORD UNIV,STANFORD,CA 94305
COX, JC
;
ROSS, SA
论文数:
0
引用数:
0
h-index:
0
机构:
STANFORD UNIV,STANFORD,CA 94305
ROSS, SA
;
RUBINSTEIN, M
论文数:
0
引用数:
0
h-index:
0
机构:
STANFORD UNIV,STANFORD,CA 94305
RUBINSTEIN, M
.
JOURNAL OF FINANCIAL ECONOMICS,
1979,
7
(03)
:229
-263
[4]
LEVY H, 1985, J FINANC, V40, P1197
[5]
OPTION BOUNDS IN DISCRETE-TIME - EXTENSIONS AND THE PRICING OF THE AMERICAN PUT
[J].
PERRAKIS, S
论文数:
0
引用数:
0
h-index:
0
机构:
ECOLE SUPER COMMERCE & ADM ENTREPRISES,REIMS,FRANCE
ECOLE SUPER COMMERCE & ADM ENTREPRISES,REIMS,FRANCE
PERRAKIS, S
.
JOURNAL OF BUSINESS,
1986,
59
(01)
:119
-141
[6]
OPTION PRICING BOUNDS IN DISCRETE-TIME
[J].
PERRAKIS, S
论文数:
0
引用数:
0
h-index:
0
PERRAKIS, S
;
RYAN, PJ
论文数:
0
引用数:
0
h-index:
0
RYAN, PJ
.
JOURNAL OF FINANCE,
1984,
39
(02)
:519
-525
[7]
2-STATE OPTION PRICING
[J].
RENDLEMAN, RJ
论文数:
0
引用数:
0
h-index:
0
RENDLEMAN, RJ
;
BARTTER, BJ
论文数:
0
引用数:
0
h-index:
0
BARTTER, BJ
.
JOURNAL OF FINANCE,
1979,
34
(05)
:1093
-1110
[8]
ON OPTION PRICING BOUNDS
[J].
RITCHKEN, PH
论文数:
0
引用数:
0
h-index:
0
RITCHKEN, PH
.
JOURNAL OF FINANCE,
1985,
40
(04)
:1219
-1233
←
1
→
共 8 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]
Cox J.C., 1985, OPTIONS MARKETS
[3]
OPTION PRICING - SIMPLIFIED APPROACH
[J].
COX, JC
论文数:
0
引用数:
0
h-index:
0
机构:
STANFORD UNIV,STANFORD,CA 94305
COX, JC
;
ROSS, SA
论文数:
0
引用数:
0
h-index:
0
机构:
STANFORD UNIV,STANFORD,CA 94305
ROSS, SA
;
RUBINSTEIN, M
论文数:
0
引用数:
0
h-index:
0
机构:
STANFORD UNIV,STANFORD,CA 94305
RUBINSTEIN, M
.
JOURNAL OF FINANCIAL ECONOMICS,
1979,
7
(03)
:229
-263
[4]
LEVY H, 1985, J FINANC, V40, P1197
[5]
OPTION BOUNDS IN DISCRETE-TIME - EXTENSIONS AND THE PRICING OF THE AMERICAN PUT
[J].
PERRAKIS, S
论文数:
0
引用数:
0
h-index:
0
机构:
ECOLE SUPER COMMERCE & ADM ENTREPRISES,REIMS,FRANCE
ECOLE SUPER COMMERCE & ADM ENTREPRISES,REIMS,FRANCE
PERRAKIS, S
.
JOURNAL OF BUSINESS,
1986,
59
(01)
:119
-141
[6]
OPTION PRICING BOUNDS IN DISCRETE-TIME
[J].
PERRAKIS, S
论文数:
0
引用数:
0
h-index:
0
PERRAKIS, S
;
RYAN, PJ
论文数:
0
引用数:
0
h-index:
0
RYAN, PJ
.
JOURNAL OF FINANCE,
1984,
39
(02)
:519
-525
[7]
2-STATE OPTION PRICING
[J].
RENDLEMAN, RJ
论文数:
0
引用数:
0
h-index:
0
RENDLEMAN, RJ
;
BARTTER, BJ
论文数:
0
引用数:
0
h-index:
0
BARTTER, BJ
.
JOURNAL OF FINANCE,
1979,
34
(05)
:1093
-1110
[8]
ON OPTION PRICING BOUNDS
[J].
RITCHKEN, PH
论文数:
0
引用数:
0
h-index:
0
RITCHKEN, PH
.
JOURNAL OF FINANCE,
1985,
40
(04)
:1219
-1233
←
1
→