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Volumn 61, Issue 6, 2006, Pages 3069-3098

Derivative pricing 60 years before black-scholes: Evidence from the Johannesburg Stock Exchange

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Indexed keywords


EID: 33846210686     PISSN: 00221082     EISSN: 15406261     Source Type: Journal    
DOI: 10.1111/j.1540-6261.2006.01012.x     Document Type: Article
Times cited : (28)

References (21)
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  • 3
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  • 4
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  • 5
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    • Boness, A.J.1
  • 7
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  • 8
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  • 9
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  • 10
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    • Galai, D.1    Schneller, M.I.2
  • 11
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    • Aberdeen University Press, Aberdeen
    • Higgins, Leonard, 1906, The Put-and-Call (Aberdeen University Press, Aberdeen).
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    • Higgins, L.1
  • 12
    • 0038879469 scopus 로고    scopus 로고
    • Kairys, Joseph P., Jr., and Nicholas Valerio III, 1997, The market for equity options in the 1870s, Journal of Finance 52, 1707-1723.
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  • 13
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  • 14
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    • Kruizenga, Richard J., 1964, Introduction to the option contract, in Paul H. Cootner, ed.: The Random Character of Stock Market Prices (MIT Press, Cambridge, MA).
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  • 15
    • 84977731800 scopus 로고
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  • 16
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  • 20
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    • The Star
  • 21
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.