JUMPS AND STOCHASTIC VOLATILITY - EXCHANGE-RATE PROCESSES IMPLICIT IN PHLX DEUTSCHEMARK OPTIONS

被引：0

作者：

BATES, DS ^{[1
]}

机构：

[1] UNIV PENN,WHARTON SCH,PHILADELPHIA,PA 19104

来源：

JOURNAL OF FINANCE | 1994年 / 49卷 / 03期

关键词：

D O I：

暂无

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：1050 / 1051

页数：2

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