COMPARATIVE PERFORMANCE OF THE BLACK-SCHOLES AND ROLL-GESKE-WHALEY OPTION PRICING-MODELS

被引：12

作者：

STERK, WE

机构：

来源：

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS | 1983年 / 18卷 / 03期

关键词：

D O I：

10.2307/2330725

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：345 / 354

页数：10

共 18 条

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[2]

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[8]

GESKE R, 1982, UNPUB VALUATION APPR

[9] EMPIRICAL-EXAMINATION OF THE BLACK-SCHOLES CALL OPTION PRICING MODEL [J].

MACBETH, JD ;

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