[感谢liuningzheng ]英文文献一篇

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

Option pricing : A review  
Journal of Financial Economics, Volume 3, Issues 1-2, January-March 1976, Pages 3-51
Clifford W. Smith, Jr.

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏0 回帖

关键词：英文文献一篇 英文文献 ning eng ING 论坛 求助 文献 英文

我找找看。找到了！
Option pricing_A review.pdf (2.79 MB, 需要: 200 个论坛币)

2009-10-31 11:22:41 上传

需要: 200 个论坛币  [购买]

Option pricing: A review Clifford W. Smith, Jr.
University of Rochester, Rochester, N.Y. 14627, U.S.A.
Available online 22 April 2002.

Abstract
Recent advances in the general equilibrium pricing of simple put and call options lay the foundation for the development of a general theory of the valuation of contingent claims assets. This paper provides a review of: (1) the development of the general equilibrium option pricing model by Black and Scholes, and the subsequent modifications of this model by Merton and others; (2) the empirical verification of these models; and (3) applications of these models to value other contingent claim assets such as the debt and equity of a levered firm and dual purpose mutual funds.
Option pricing A review.pdf (2.79 MB, 需要: 20 个论坛币)

2009-10-31 11:35:03 上传

需要: 20 个论坛币  [购买]

楼主满意的话，麻烦您评分一下，谢谢。

找了很久,能在这里找到,很高兴,谢谢了.