QUASI-MEAN REVERSION IN AN EFFICIENT STOCK-MARKET - THE CHARACTERIZATION OF ECONOMIC EQUILIBRIA WHICH SUPPORT BLACK SCHOLES OPTION PRICING

被引：20

作者：

HODGES, S ^{[1
]}

CARVERHILL, A ^{[1
]}

机构：

[1] HONG KONG UNIV SCI & TECHNOL,HONG KONG,HONG KONG

来源：

ECONOMIC JOURNAL | 1993年 / 103卷 / 417期

关键词：

D O I：

10.2307/2234778

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：395 / 405

页数：11

共 20 条

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