[下载]Option Pricing Valuation Models and Applications

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[下载]Option Pricing Valuation Models and Applications
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共33页

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作者 Mark Broadie Jerome B. Detemple

期刊名 MANAGEMENT SCIENCE

期刊号 Vol. 50, No. 9, September 2004, pp. 1145–1177

概述

This paper surveys the literature on option pricing from its origins to the present. An extensive review of
valuation methods for European- and American-style claims is provided. Applications to complex securities
and numerical methods are surveyed. Emphasis is placed on recent trends and developments in methodology
and modeling.

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关键词：Applications Application Valuation Pricing Option Applications models Pricing Option Valuation