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【正文】。Americanputoptionvaluedanalytically,.39,151124.Harrison,J.M.andKreps,D.,Martingalesandarbitrageinmultiperiodsecuritiesmarkets,JournalofEconomicTheory,1979,20,381408.Harrison,J.M.andPliska,S.Martingaleandstochasticintegralsinthetheoryofcontinuoustrading,stochasticProcess.Appl.,1981,11,215260.190。190。,Astochasticcalculusmodelofcontinuoustrading:Completemarkets,StochasticProcess.Appl.,1983,15,313316.Heath,JarrowandMorton(1992),Bondpricingandthetermstructureofinterestrates:Anewmethodology,Econometrica60,77105.Heston(1993),Aclosedformsolutionforoptionswithstochasticvolatilitywithapplicationstobondandcurrencyoptions,6,327343.HoandLee(1986),Termstructuremovementsandpricinginterestratecontinegentclaims,.41,101129.HullandWhite(1990),Pricinginterestratederivativesecurities,3,57392.LongstaffandSchwartz(1995),Asimpleapproachtovaluingriskyfixedandfloatingratedebt,.50,789819.Jamshidiam(1989),Anexactbondoptionpricingformula,.44,2059.JarrowandTurnbull(1995),Pricingoptionsonderivativesecuritiessubjecttocreditrisk,.50,5385.Leland(1998),Agencycosts,riskmanagementandcapitalstructure,.53,12131243.Malliaris(1983),Ito’sCalculusinfinancialdecisionmaking,SocietyofIndustrialandAppliedMathmaticsReview25,48196.Merton,.,TheoryofRationalOptionPricing,BellJournalofEconomicsandManagementSciences,1973,4(1),141183.——,ApplicationsofOptionPricingTheory:TwentyFiveYearsLater,TheAmericanEconomicReview,1997b,88(3),323349.Paddock,SiegelandSmith(1988),Optionvaluationofclaimsonrealassets:Thecaseofoffshorepetroleumleases,.103,479508.Roll(1977),AnanalyticalformulaforunprotectedAmericancalloptionsonstockswithknowndividends,.5,251258.Samuelson(1965),Rationaltheoryofwarrantpricing,IndustrialManagementReview6,1331.Scholes,M.S.,DerivativesinaDynamicenvironment,TheAmericanEconomicReview,1997,88(3),350370.Sharpe,W.F.(1978),Investments,EnglewoodCliffs,NJ:PrenticeHall.Smith,C.W.Jr(1976),Optionpricing:Areview,,351.Vasicek(1977),Anequilibriumcharacterizationofthetermstructure,,17788.Wiggins(1987),Optionvaluesunderstochasticvolatility:TheoryandEmpiricalEstimates,.19,3517

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