MARTINGALE RESTRICTION TESTS OF OPTION PRICING-MODELS

被引：0

|

作者：

LONGSTAFF, F ^{[1
]}

机构：

[1] UNIV CALIF LOS ANGELES,ANDERSON GRAD SCH MANAGEMENT,LOS ANGELES,CA 90024

来源：

JOURNAL OF FINANCE | 1994年 / 49卷 / 03期

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D O I：

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中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

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页码：1083 / 1083

页数：1

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