ESTIMATION BIAS INDUCED BY DISCRETE SECURITY PRICES

被引：32

作者：

BALL, CA

机构：

来源：

关键词：

D O I：

10.2307/2328139

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：841 / 865

页数：25

共 13 条

[1]

Abramowitz M., 1966, HDB MATH FUNCTIONS

[2] THE DEGREE OF PRICE RESOLUTION - THE CASE OF THE GOLD MARKET [J].

BALL, CA ;

TOROUS, WN ;

TSCHOEGL, AE .

BALL, CA ;

TOROUS, WN .

[4] PRICING OF OPTIONS AND CORPORATE LIABILITIES [J].

BLACK, F ;

SCHOLES, M .

[5]

CHO DCY, 1988, J FINANC, V43, P451

[6]

Cox J.C., 1985, OPTIONS MARKETS

[7]

Feller W., 2008, INTRO PROBABILITY TH

[8] IMPLICATIONS OF THE DISCRETENESS OF OBSERVED STOCK-PRICES [J].

GOTTLIEB, G ;

KALAY, A .

[9]

HARRIS L, 1986, UNPUB ESTIMATION TRU

[10]

KARLIN S, 1975, 1ST COURSE STOCHASTI