OPTION VALUES UNDER STOCHASTIC VOLATILITY - THEORY AND EMPIRICAL ESTIMATES

被引：429

作者：

WIGGINS, JB

机构：

来源：

JOURNAL OF FINANCIAL ECONOMICS | 1987年 / 19卷 / 02期

关键词：

D O I：

10.1016/0304-405X(87)90009-2

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：351 / 372

页数：22

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