Uncertain stock model with periodic dividends
نویسندگان
چکیده
References [1] F. Black and P. Karasinski, Bond and option pricing when short-term rates are lognormal, Financial Analysts Journal, Vol. 47, No. 4, 52-59, 1991. [2] F. Black and M. Scholes, The pricing of options and corporate liabilities, Journal of Political Economy, Vol. 81, 637-654, 1973. [3] J. C. Cox, J. E. Ingersoll, and S.A. Ross, An intertemporal general equilibrium model of asset prices, Econometrica, Vol. 53, 363-384, 1985.
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ورودعنوان ژورنال:
- FO & DM
دوره 12 شماره
صفحات -
تاریخ انتشار 2013