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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