STOCK-PRICE DISTRIBUTIONS WITH STOCHASTIC VOLATILITY - AN ANALYTIC APPROACH

被引：733

作者：

STEIN, EM

STEIN, JC

机构：

[1] MIT,ALFRED P SLOAN SCH MANAGEMENT,CAMBRIDGE,MA 02139

[2] PRINCETON UNIV,PRINCETON,NJ 08544

来源：

REVIEW OF FINANCIAL STUDIES | 1991年 / 4卷 / 04期

关键词：

D O I：

10.1093/rfs/4.4.727

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：727 / 752

页数：26

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