OPTION PRICING IN A LOGNORMAL SECURITIES MARKET WITH DISCRETE TRADING

• 成果类型: Article
• 署名作者: LEE, WY; RAO, RKS; AUCHMUTY, JFG
• 署名单位: Indiana University System; Indiana University Bloomington; University of Texas System; University of Texas Austin
• 刊物名称: JOURNAL OF FINANCIAL ECONOMICS
• ISSN/ISSBN: 0304-405X
• DOI: 10.1016/0304-405X(81)90021-0
• 发表日期: 1981
• 页码: 75-101