An empirical test of the Hull-White option pricing model

被引：0
|
作者：
Corrado, C
Su, T
机构：
[1] Univ Miami, Dept Finance, Coral Gables, FL 33124 USA
[2] Univ Missouri, Columbia, MO USA
来源：
JOURNAL OF FUTURES MARKETS | 1998年 / 18卷 / 04期
关键词：
D O I：
10.1002/(SICI)1096-9934(199806)18:4<363::AID-FUT1>3.0.CO;2-K
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
[No abstract available]
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页码：363 / 378
页数：16
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