THE STOP-LOSS START-GAIN PARADOX AND OPTION VALUATION - A NEW DECOMPOSITION INTO INTRINSIC AND TIME VALUE

被引：32

作者：

CARR, PP

JARROW, RA

机构：

来源：

关键词：

D O I：

10.1093/rfs/3.3.469

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：469 / 492

页数：24

共 25 条

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