PRICING EUROPEAN CURRENCY OPTIONS - A COMPARISON OF THE MODIFIED BLACK-SCHOLES MODEL AND A RANDOM VARIANCE MODEL

被引：130

作者：

CHESNEY, M

SCOTT, L

机构：

[1] UNIV GEORGIA,COLL BUSINESS ADM,ATHENS,GA 30602

[2] UNIV ILLINOIS,URBANA,IL 61801

来源：

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS | 1989年 / 24卷 / 03期

关键词：

D O I：

10.2307/2330812

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：267 / 284

页数：18

共 27 条

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