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19世纪末伦敦金融城的期权定价方法

Option pricing methods in the City of London during the late 19th century

Quantitative Finance · 2020
被引 7
人大 BABS 3

中文导读

研究发现19世纪末伦敦金融城的交易员对期权定价的理解远超以往认知,揭示了早期金融市场的定价智慧。

Abstract

City of London traders in the late nineteenth century had a much more advanced understanding of option pricing than previously thought

金融经济学经济史期权定价19世纪