MULTIDIMENSIONAL SECURITY PRICING

被引:25
|
作者
INGERSOLL, J [1 ]
机构
[1] MIT,SLOAN SCH MANAGEMENT,CAMBRIDGE,MA 02139
关键词
D O I
10.2307/2330271
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:785 / 798
页数:14
相关论文
共 50 条
  • [1] MULTIDIMENSIONAL SECURITY PRICING - CORRECTION
    SCHWESER, C
    [J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1978, 13 (01) : 177 - 183
  • [2] COMPARISON OF MULTIDIMENSIONAL SECURITY PRICING MODELS
    SCHWESER, C
    [J]. JOURNAL OF ECONOMICS AND BUSINESS, 1978, 30 (02) : 137 - 141
  • [3] Pricing Multidimensional American Options
    Agliardi, Elettra
    Agliardi, Rossella
    [J]. INTERNATIONAL JOURNAL OF FINANCIAL STUDIES, 2023, 11 (01):
  • [4] PRICING FOR SYSTEM SECURITY
    KAYE, RJ
    WU, FF
    VARAIYA, P
    [J]. IEEE TRANSACTIONS ON POWER SYSTEMS, 1995, 10 (02) : 575 - 582
  • [5] Multidimensional Dynamic Pricing for Welfare Maximization
    Roth, Aaron
    Slivkins, Aleksandrs
    Ullman, Jonathan
    Wu, Zhiwei Steven
    [J]. ACM TRANSACTIONS ON ECONOMICS AND COMPUTATION, 2020, 8 (01)
  • [6] Lattice option pricing by multidimensional interpolation
    Kargin, V
    [J]. MATHEMATICAL FINANCE, 2005, 15 (04) : 635 - 647
  • [7] Multidimensional Dynamic Pricing for Welfare Maximization
    Roth, Aaron
    Slivkins, Aleksandrs
    Ullman, Jonathan
    Wu, Zhiwei Steven
    [J]. EC'17: PROCEEDINGS OF THE 2017 ACM CONFERENCE ON ECONOMICS AND COMPUTATION, 2017, : 519 - 536
  • [8] PRICING FOR SYSTEM SECURITY - DISCUSSION
    KIRSCH, LD
    ALVARADO, F
    [J]. IEEE TRANSACTIONS ON POWER SYSTEMS, 1995, 10 (02) : 583 - 583
  • [9] Practices of System Security Pricing
    Chen, Hong
    Liu, Jianwei
    [J]. 2008 IEEE POWER & ENERGY SOCIETY GENERAL MEETING, VOLS 1-11, 2008, : 2856 - 2859
  • [10] Multidimensional Observation of Blockchain Security
    Cai, Mengjian
    Sun, Zhanli
    Deng, Xin
    [J]. 2021 IEEE 20TH INTERNATIONAL CONFERENCE ON TRUST, SECURITY AND PRIVACY IN COMPUTING AND COMMUNICATIONS (TRUSTCOM 2021), 2021, : 1463 - 1466