BID-ASK SPREADS AND VOLATILITY ESTIMATES - THE IMPLICATIONS FOR OPTION PRICING

被引：6

作者：

CHOI, JY ^{[1
]}

SHASTRI, K ^{[1
]}

机构：

[1] UNIV PITTSBURGH,PITTSBURGH,PA 15260

来源：

关键词：

D O I：

10.1016/0378-4266(89)90060-5

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：207 / 219

页数：13

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SCHOLES, M .

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[8]

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[9]

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[10]

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