INFORMATION AND VOLATILITY - THE NO-ARBITRAGE MARTINGALE APPROACH TO TIMING AND RESOLUTION IRRELEVANCY

被引:519
|
作者
ROSS, SA
机构
来源
JOURNAL OF FINANCE | 1989年 / 44卷 / 01期
关键词
D O I
10.2307/2328272
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
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页码:1 / 17
页数:17
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