OPTION PRICING WHEN THE UNDERLYING ASSET EARNS A BELOW-EQUILIBRIUM RATE OF RETURN - A NOTE

被引：79
|
作者：
MCDONALD, R [1 ]
SIEGEL, D [1 ]
机构：
[1] NORTHWESTERN UNIV,KELLOGG GRAD SCH MANAGEMENT,CHICAGO,IL 60611
来源：
JOURNAL OF FINANCE | 1984年 / 39卷 / 01期
关键词：
D O I：
10.2307/2327682
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
引用
收藏
页码：261 / 265
页数：5
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