Implied volatility functions: Empirical tests

被引：0
|
作者：
Dumas, B [1 ]
Fleming, J [1 ]
Whaley, RE [1 ]
机构：
[1] DUKE UNIV,HEC SCH MANAGEMENT,DURHAM,NC 27706
来源：
PROCEEDINGS OF THE IEEE/IAFE 1996 CONFERENCE ON COMPUTATIONAL INTELLIGENCE FOR FINANCIAL ENGINEERING (CIFER) | 1996年
关键词：
D O I：
暂无
中图分类号：
TP18 [人工智能理论];
学科分类号：
081104 ; 0812 ; 0835 ; 1405 ;
摘要：
引用
收藏
页码：199 / 233
页数：35
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