THE VALUATION OF A RANDOM NUMBER OF PUT OPTIONS - AN APPLICATION TO AGRICULTURAL PRICE SUPPORTS

被引：16

作者：

MARCUS, AJ ^{[1
]}

MODEST, DM ^{[1
]}

机构：

[1] COLUMBIA UNIV,GRAD SCH BUSINESS,NEW YORK,NY 10027

来源：

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS | 1986年 / 21卷 / 01期

关键词：

D O I：

10.2307/2330992

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：73 / 86

页数：14

共 20 条

[1]

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[3]

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COX, JC ;

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[9] FUTURES TRADING AND INVESTOR RETURNS - INVESTIGATION OF COMMODITY MARKET RISK PREMIUMS [J].

DUSAK, K .

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[10] CALL OPTION PRICING WHEN EXERCISE PRICE IS UNCERTAIN, AND VALUATION OF INDEX BONDS [J].

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