面向期权定价的目标测度和风险中性测度联合估计的统一方法研究
A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
Journal of Financial Economics · 2000
被引 602
人大 AFT50UTD24ABS 4*
- Mikhail Chernov 通讯
- Éric Ghysels · 宾夕法尼亚州立大学
金融计量期权定价资产定价金融工程