:::

詳目顯示

回上一頁
題名:A Pedagogic Complement on Black's "How We Came Up with the Option Formula"
書刊名:中國財務學刊
作者:黃達業 引用關係周治邦 引用關係
出版日期:1994
卷期:1:2
頁次:頁65-77
主題關鍵詞:布列克氏選擇權公式
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:36
期刊論文
1.Brennan, M. J.、Schwartz, E. S.(1985)。Evaluating Natural Resource Investments。Journal of Business,58(2),135-158。  new window
2.Hull, John C.、White, A.(1987)。The Pricing of Options on Assets with Stochastic Volatilities。Journal of Finance,42(2),281-300。  new window
3.Fischer, S.(1978)。Call Option Pricing When the Exercise Price Is Uncertain and the Valuation of Index Bonds。The Journal of Finance,33(1),169-176。  new window
4.Pindyck, Robert S.(1991)。Irreversibility, uncertainty, and investment。Journal of Economic Literature,29(3),1110-1148。  new window
5.Wiggins, J. B.(1987)。Option Values Under Stochastic Volatility Theory and Empirical Estimates。Journal of Financial Economics,19(2),351-372。  new window
6.Scott, L. O.(1987)。Option Pricing When the Variance Changes Randomly: Theory, Estimation, and an Application。Journal of Financial and Quantitative Analysis,22(4),419-438。  new window
7.Longstaff, Francis A.(1990)。Pricing options with extendible maturities: Analysis and applications。Journal of Finance,45,935-957。  new window
8.Kutner, G.(1988)。Black-Scholes Revisited: Some Important Details。The Financial Review,23(1),95-104。  new window
9.Finucane, T.(1989)。Black-Scholes Approximations of Call Option Prices with Stochastic Volatilities: A Note。Journal of Financial and Quantitative Analysis,24(4),527-532。  new window
10.Garven, J. R.(1986)。A Pedagogic Note on the Derivation of the Black Scholes Option Pricing Formula。The Financial Review,21,337-344。  new window
11.Marcus, Alan J.、Modest, D.(1986)。The Valuation of A Random Number of Put Options: An Application to Agricultural Price Supports。Journal of Financial and Quantitative Analysis,21,73-86。  new window
12.Merton, Robert C.(1977)。An Analytical Derivation of the Cost of Deposit Insurance and Loan Guarantees: An Application of Modern Option Pricing Theory。Journal of Banking and Finance,1,3-11。  new window
13.Merton, Robert C.(1973)。Theory of Rational Option Pricing。Bell Journal of Economics and Management Science,4(1),141-183。  new window
14.Rabinovitch, Ramon(1989)。Pricing stock and bond options when the default free rate is stochastic。Journal of Financial and Quantitative Analysis,24(4),447-457。  new window
15.Black, Fischer、Scholes, Myron S.(1973)。The Pricing of Options and Corporate Liabilities。Journal of Political Economy,81(3),637-654。  new window
16.Black, F.(1989)。How We Came Up with the Option Formula。The Journal of Portfolio Management,15(2),4-8。  new window
圖書
1.Churchill, R. V.(1963)。Fourier Series and Boundary Value Problems。New York:McGraw-Hill。  new window
 
 
 
 
第一頁 上一頁 下一頁 最後一頁 top