THE CALCULATION OF IMPLIED VARIANCES FROM THE BLACK-SCHOLES MODEL - A NOTE

被引：49

作者：

MANASTER, S

KOEHLER, G

机构：

来源：

关键词：

D O I：

10.2307/2327127

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：227 / 230

页数：4

共 12 条

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SCHOLES, M .

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[4]

BRENNAN MJ, 1977, J FINANCE, V32, P445

CHIRAS, DP ;

MANASTER, S .

LATANE, HA ;

RENDLEMAN, RJ .

[7]

MANASTER S, 1978, EFFECT CASH DIVIDEND

[8] THEORY OF RATIONAL OPTION PRICING [J].

MERTON, RC .

BELL JOURNAL OF ECONOMICS, 1973, 4 (01) :141-183

[9]

Ortega J.M., 1970, ITERATIVE SOLUTION N

ROLL, R .