OPTION PRICING WHEN THE VARIANCE IS CHANGING

被引：160
|
作者：
JOHNSON, H
SHANNO, D
机构：
来源：
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS | 1987年 / 22卷 / 02期
关键词：
D O I：
10.2307/2330709
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
引用
收藏
页码：143 / 151
页数：9
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