IMPACT OF VARIANCE ESTIMATION IN OPTION VALUATION MODELS

被引:35
作者
BOYLE, PP
ANANTHANARAYANAN, AL
机构
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 ;
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页码:375 / 387
页数:13
相关论文
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JOURNAL OF FINANCE, 1973, 28 (05) :1233-1239
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Zellner A., 1971, INTRO BAYESIAN INFER