VALUATION OF AMERICAN PUT OPTIONS

被引:309
|
作者
BRENNAN, MJ [1 ]
SCHWARTZ, ES [1 ]
机构
[1] UNIV BRITISH COLUMBIA,VANCOUVER V6T 1W5,BRITISH COLUMBI,CANADA
来源
JOURNAL OF FINANCE | 1977年 / 32卷 / 02期
关键词
D O I
10.2307/2326779
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:449 / 462
页数:14
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