COMMON STOCK VOLATILITY EXPECTATIONS IMPLIED BY OPTION PREMIA

被引：91
|
作者：
SCHMALENSEE, R
TRIPPI, RR
机构：
[1] UNIV CALIF SAN DIEGO,SAN DIEGO,CA 92103
[2] ASSOC BUSINESS CONSULTANTS,SAN DIEGO,CA
来源：
JOURNAL OF FINANCE | 1978年 / 33卷 / 01期
关键词：
D O I：
10.1111/j.1540-6261.1978.tb03394.x
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
引用
收藏
页码：129 / 147
页数：19
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