NONPARAMETRIC-TESTS OF ALTERNATIVE OPTION PRICING-MODELS USING ALL REPORTED TRADES AND QUOTES ON THE 30 MOST ACTIVE CBOE OPTION CLASSES FROM AUGUST 23, 1976 THROUGH AUGUST 31, 1978

被引：262

作者：

RUBINSTEIN, M

机构：

来源：

关键词：

D O I：

10.2307/2327895

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：455 / 480

页数：26

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[3]

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Black F., 1975, FINANCIAL ANAL J, V31, P36, DOI DOI 10.2469/FAJ.V31.N4.36

[5]

Cox J.C., 1985, OPTIONS MARKETS

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COX, JC ;

ROSS, SA .

[7]

COX JC, 1975, 275 U PENNS RL WHIT

[8] VALUATION OF COMPOUND OPTIONS [J].

GESKE, R .

[9]

GESKE R, 1984, J FINANCE JUN, P443

MACBETH, JD ;

MERVILLE, LJ .