THE MAXIMUM-LIKELIHOOD ESTIMATION OF SECURITY PRICE VOLATILITY - THEORY, EVIDENCE, AND APPLICATION TO OPTION PRICING

被引：38

作者：

BALL, CA

TOROUS, WN

机构：

来源：

关键词：

D O I：

10.1086/296226

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：97 / 112

页数：16

共 12 条

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[5]

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[6]

FORSYTHE GE, 1971, COMPUTER METHODS MAT

[7] ESTIMATION OF SECURITY PRICE VOLATILITIES FROM HISTORICAL DATA [J].

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KLASS, MJ .

MERTON, RC .

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[10]

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