IMPACT OF VARIANCE ESTIMATION IN OPTION VALUATION MODELS

被引：35

作者：

BOYLE, PP

ANANTHANARAYANAN, AL

机构：

来源：

JOURNAL OF FINANCIAL ECONOMICS | 1977年 / 5卷 / 03期

关键词：

D O I：

10.1016/0304-405X(77)90044-7

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：375 / 387

页数：13

共 14 条

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[9] STANDARD DEVIATIONS OF STOCK-PRICE RATIOS IMPLIED IN OPTION PRICES [J].

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[10] IMPACT ON OPTION PRICING OF SPECIFICATION ERROR IN UNDERLYING STOCK-PRICE RETURNS [J].

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