:::

詳目顯示

回上一頁
題名:A New Theoretic Pricing Model of Warrant with the Stock Dividend
書刊名:明新學報
作者:楊明錞
作者(外文):Yang, Ming-chwen
出版日期:2000
卷期:24
頁次:頁163-171
主題關鍵詞:選擇權認購權證股票股利OptionWarrantStock dividend
原始連結:連回原系統網址new window
相關次數:
  • 被引用次數被引用次數:期刊(0) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:0
  • 共同引用共同引用:0
  • 點閱點閱:13
期刊論文
1.Bates, D.(1996)。Jump and Stochastic Volatility: Exchange Rate Processed Implicit in Options。Financial Studies,9,69-108。  new window
2.Hauser, S.、Lauterbach, B.(1997)。The Relative Performance of Five Alternative Warrant Pricing Models。Journal of Financial Analysts,1997(Jan./Feb.),55-61。  new window
3.Whaley, R. E.(1982)。Valuation of American Call Options on Dividend-Paying Stock: Empirical Test。Journal of Financial Economics,10,29-58。  new window
4.Smith, C. W.(1976)。Option Pricing: A Review。Journal of Financial Economics,31,3-51。  new window
5.Roll, Richard(1977)。An Analytic Valuation Formula for Unprotected American Call Options on Stocks with Known Dividends。Journal of Financial Economics,5(2),251-258。  new window
6.Merton, Robert C.(1976)。Option Pricing When Underlying Stock Returns Are Discontinuous。Journal of Financial Economics,3(1),125-144。  new window
7.Merton, Robert C.(1973)。Theory of Rational Option Pricing。Bell Journal of Economics and Management Science,4(1),141-183。  new window
8.Black, Fischer、Scholes, Myron S.(1973)。The Pricing of Options and Corporate Liabilities。Journal of Political Economy,81(3),637-654。  new window
9.Rendleman, Richard J. Jr.、Bartter, Brit J.(1979)。Two State Option Pricing。Journal of Finance,34(5),1093-1110。  new window
10.Cox, John C.、Ross, Stephen A.(1976)。The Valuation of Options for Alternative Stochastic Processes。Journal of Financial Economics,3(1/2),145-166。  new window
11.Heston, Steven L.(1993)。A Closed-form Solution for Options With Stochastic Volatility With Applications to Bond and Currency Options。Review of Financial Studies,6(2),327-343。  new window
12.Cox, John C.、Ross, Stephen A.、Rubinstein, Mark(1979)。Option Pricing: A Simplified Approach。Journal of Financial Economics,7(3),229-263。  new window
圖書
1.Crow, Edwin L.、Shimizu, K.(1988)。Lognormal Distributions: Theory and Applications。Marcel Dekker, Inc.。  new window
2.Kolb, Robert W.(1997)。Futures, Options & Swaps。Blackwell Publishers。  new window
3.Ross, Sheldon M.(1997)。Introduction to Probability Models。Academic Press。  new window
4.Ritchken, P.(1996)。Derivative Market: Theory, Strategy, and Applications。Collins Publishers Inc.。  new window
5.Olkin, Ingram、Gleser, Leon J.、Derman, Cyrus(1994)。Probability Models and Applications。Macmillan College Publishing Company, Inc.。  new window
6.Hull, John C.(1997)。Options, Futures, and Other Derivatives。Upper Saddle River, NJ:Prentice-Hall Inc.。  new window
 
 
 
 
第一頁 上一頁 下一頁 最後一頁 top
QR Code
QRCODE