<p>问题已解决，请求给辣妹同学加分，谢谢</p><p>《Comparative Performance of the Black-Scholes and Roll-Geske-Whaley Option Pricing Models 》</p><p class="author">William E. Sterk </p><p class="sourceInfo"><cite>The Journal of Financial and Quantitative Analysis</cite>, Vol. 18, No. 3 (Sep., 1983), pp. 345-354 &nbsp;&nbsp;(article consists of 10 pages) </p><p>Published by: <a href="http://www.jstor.org/action/showPublisher?publisherCode=uwash">University of Washington School of Business Administration</a><br/>&nbsp;</p><p>地址：<a href="http://links.jstor.org/sici?sici=0022-1090(198309)18%3A3%3C345%3ACPOTBA%3E2.0.CO%3B2-G">http://links.jstor.org/sici?sici=0022-1090(198309)18%3A3%3C345%3ACPOTBA%3E2.0.CO%3B2-G</a></p><p>另外不知道还能搜到Roll geske&nbsp;whaley的关于option定价的原版论文！！</p><p>先谢！</p>

[此贴子已经被作者于2008-10-21 20:26:37编辑过]