AN EXTENSION OF THE BLACK-SCHOLES MODEL OF SECURITY VALUATION

被引：16
|
作者：
DUFFIE, D [1 ]
机构：
[1] MATH SCI RES INST, BERKELEY, CA USA
来源：
JOURNAL OF ECONOMIC THEORY | 1988年 / 46卷 / 01期
关键词：
D O I：
10.1016/0022-0531(88)90160-3
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
引用
收藏
页码：194 / 204
页数：11
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