论文部分内容阅读
一、引论 布莱克（F.Black）和舒尔茨（M.Scholes）于1973年在《政治经济学杂志》(JournalofPoliticalEconomy)上发表了关于“期权定价和公司负债”一文，而默顿（R.Merton）同年发表了“期权定价理论”，登载于《贝尔经济和管理科学杂志》上（BellJournalofEconomicandMana
I. INTRODUCTION F. Black and M. Scholes published a paper on “Option Pricing and Corporate Liabilities” in the Journal of Political Economy in 1973, and Merton (R Merton published The Option Pricing Theory in the same year, published in the Bell Journal of Economics and Mana