交易成本与不同借贷利率对期权定价模型的影响:一个注记
The Effects of Transaction Costs and Different Borrowing and Lending Rates on the Option Pricing Model: A Note
Journal of Finance · 1984
被引 9
人大 A+FT50UTD24ABS 4*
- John E. Gilster
- William Lee
金融经济学期权定价交易成本Black-Scholes模型货币经济学