PRICING OF CONTINGENT CLAIMS IN DISCRETE-TIME MODELS

被引:190
|
作者
BRENNAN, MJ
机构
来源
JOURNAL OF FINANCE | 1979年 / 34卷 / 01期
关键词
D O I
10.2307/2327143
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:53 / 68
页数:16
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