问题已解决,请求给辣妹同学加分,谢谢
《Comparative Performance of the Black-Scholes and Roll-Geske-Whaley Option Pricing Models 》
William E. Sterk
The Journal of Financial and Quantitative Analysis, Vol. 18, No. 3 (Sep., 1983), pp. 345-354 (article consists of 10 pages)
Published by: University of Washington School of Business Administration
地址:http://links.jstor.org/sici?sici=0022-1090(198309)18%3A3%3C345%3ACPOTBA%3E2.0.CO%3B2-G
另外不知道还能搜到Roll geske whaley的关于option定价的原版论文!!
先谢!
[此贴子已经被作者于2008-10-21 20:26:37编辑过]
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[此贴子已经被作者于2008-10-21 19:42:59编辑过]
Roll geske whaley的关于option定价的原版论文?是下面的哪一篇?开个新帖求助,一天之内肯定有人摆平。
http://www.sciencedirect.com/science?_ob=ArticleURL&_udi=B6VBX-45KNKMP-1C&_user=1479033&_coverDate=06%2F30%2F1981&_rdoc=5&_fmt=high&_orig=browse&_srch=doc-info(%23toc%235938%231981%23999909997%23304631%23FLP%23display%23Volume)&_cdi=5938&_sort=d&_docanchor=&_ct=7&_acct=C000053030&_version=1&_urlVersion=0&_userid=1479033&md5=255bdca7a633daf7da7bf24112e1930e
http://www.sciencedirect.com/science?_ob=ArticleURL&_udi=B6VBX-45MFS80-S&_user=1479033&_coverDate=03%2F31%2F1982&_rdoc=4&_fmt=high&_orig=browse&_srch=doc-info(%23toc%235938%231982%23999899998%23306036%23FLP%23display%23Volume)&_cdi=5938&_sort=d&_docanchor=&_ct=9&_acct=C000053030&_version=1&_urlVersion=0&_userid=1479033&md5=d60a5c52dba7ae69602e08e5a9ae9c2c
[此贴子已经被作者于2008-10-21 20:11:55编辑过]
Whaley的大概就是这两篇,能不能上传阿,谢谢了,我们学校下不了
Richard Roll的没有找到
Richard Roll的那篇链接如下,开新帖,把三个链接贴出去;我没有权限,但敢保证24小时内有人摆平。
http://www.sciencedirect.com/science?_ob=ArticleURL&_udi=B6VBX-45KNKK3-K&_user=1479033&_coverDate=11%2F30%2F1977&_rdoc=9&_fmt=high&_orig=browse&_srch=doc-info(%23toc%235938%231977%23999949997%23304628%23FLP%23display%23Volume)&_cdi=5938&_sort=d&_docanchor=&_ct=12&_acct=C000053030&_version=1&_urlVersion=0&_userid=1479033&md5=8a89ef2910de9e6c2ddbf8da2260c86a