COMMON STOCK VOLATILITY EXPECTATIONS IMPLIED BY OPTION PREMIA

被引：89

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

页码：129 / 147

页数：19

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