PRICE CHANGES OF RELATED SECURITIES - THE CASE OF CALL OPTIONS AND STOCKS

被引：69

作者：

BHATTACHARYA, M

机构：

来源：

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS | 1987年 / 22卷 / 01期

关键词：

D O I：

10.2307/2330866

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：1 / 15

页数：15

共 16 条

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[3]

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GASTINEAU GL, 1975, STOCK OPTIONS MANUAL

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[9] STANDARD DEVIATIONS OF STOCK-PRICE RATIOS IMPLIED IN OPTION PRICES [J].

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