楼主帮我找找以下这些文章好吗,谢谢!!
Lucas, R., 1978, “Asset Prices in an Exchange Economy,” Econometrica, November 1978.
* Nielsen, L. T., 1999, Pricing and Hedging of Derivative Securities, Oxford University Press, chapter 2
Black, F. and M. Scholes, 1973, “The Pricing of Options and Corporate Liabilities,” Journal of Political Economy, 81, 637-654.
Merton, R.C., 1977, “On the Pricing of Contingent Claims and theModigliani- Miller Theorem,” Journal of Financial Economics, 5, 241-250 reprinted as Chapter 13 in Continuous-time Finance, Basil Blackwell..
* Merton, R.C., 1969, “Lifetime Portfolio Selection under Uncertainty: The Continuous-time Case,” Review of Economics and Statistics, 51, 247-257 reprinted as Chapter 4 in Continuous-time Finance, Basil Blackwell. * Merton, R.C., 1971, “Optimum Consumption and Portfolio Rules in a Continuous-time Model,” Journal of Economic Theory, 3, 373-413 reprinted as Chapter 5 in Continuous-time Finance, Basil Blackwell. * Breeden, D.T., 1979, “An Intertemporal Asset Pricing Model with Stochastic Consumption and Investment Opportunities,” Journal of Financial Economics, 7, 265-296.
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