ON THE FEASIBILITY OF ARBITRAGE-BASED OPTION PRICING WHEN STOCHASTIC BOND PRICE PROCESSES ARE INVOLVED

成果类型:
Note
署名作者:
CHENG, ST
刊物名称:
JOURNAL OF ECONOMIC THEORY
ISSN/ISSBN:
0022-0531
DOI:
10.1016/0022-0531(91)90148-W
发表日期:
1991
页码:
185-198
关键词: