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BLACK‐SCHOLES REVISITED: SOME IMPORTANT DETAILS

 

作者: George W. Kutner,  

 

期刊: Financial Review  （WILEY Available online 1988）
卷期: Volume 23, issue 1  

页码: 95-104

 

ISSN:0732-8516

 

年代: 1988

 

DOI:10.1111/j.1540-6288.1988.tb00777.x

 

出版商: Blackwell Publishing Ltd

 

数据来源: WILEY

 

摘要:

ABSTRACTThis paper discusses some of the important details not presented in the original derivation of the Black‐Scholes option valuation model. The associated economic rationale is also discussed. A simple alternative derivation based upon risk‐neutrality arguments is presen

 

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