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[作者]Louis O. Scott
[题目] Option Pricing when the Variance Changes Randomly: Theory, Estimation, and an Application
[期刊]Journal of Financial and Quantitative Analysis (1987), 22: 419-438
[链接]http://journals.cambridge.org/action/displayIssue?
jid=JFQ&volumeId=22&seriesId=0&issueId=04

[作者]Barone-Adesi, G. and Whaley, R.E.,
[题目]Efficient analytic approximation of American option values.
[期刊]Journal of Finance，1987.  42, pp. 301–320 June
[链接]http://www.jstor.org/pss/2328254

[作者]Charles J . Corrado and Tie Su
[题目]Implied Volatility Skews and Stock Index Skewness and Kurtosis Implied by S&P 500 Index Option Prices
[期刊]The Journal of Derivatives
Summer 1997, Vol. 4, No. 4: pp. 8-19
DOI: 10.3905/jod.1997.407978
[链接]http://www.iijournals.com/doi/abs/10.3905/jod.1997.407978

[作者]Don M. Chance
[题目]A Generalized Simple Formula to Compute the Implied Volatility
[期刊]Financial Review
Volume 31, Issue 4, pages 859–867, November 1996
[链接]http://onlinelibrary.wiley.com/doi/10.1111/j.1540-6288.1996.tb00900.x/abstract


[作者]Dravid A, Richardson M, Sun T.
[题目]Pricing foreign index contingent claims: an application to Nikkei index warrants[J].
[期刊]The Journal of Dericatives, Fall, 1993: 33-51.
[链接] http://www.iijournals.com/doi/abs/10.3905/jod.1993.407872

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关键词：英文文献 Quantitative Application Generalized derivatives 求助 文献 英文

1# phdcs_2008
Option Pricing when the Variance Changes Randomly Theory, Estimation, and an Application

1# phdcs_2008

1# phdcs_2008
Implied Volatility Skews and Stock Index Skewness and Kurtosis Implied by S&P 500 Index Option Prices

1# phdcs_2008

5# fategunner

太感谢了！！！！