[求助]英文文献6篇

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

1.
文献名：Jump-Diffusion Processes and the Term Structure of Interest Rates
作者：Chang Mo Ahn, Howard E Thompson
期刊：Journal of Finance，1988
电子链接：http://www.jstor.org/pss/2328329


2.
文献名：The Constant Elasticity of Variance Model and Its Implications for Option Pricing
作者：S Beckers
期刊：Journal of Finance, 1980
电子链接：http://www.jstor.org/stable/2327490


3.
文献名：A One-Factor Model of Interest Rates and Its Application to Treasury Bond Options
作者：BLACK, F., E. DERMAN, and W. TOY
期刊：Financial Analysts Journal，1990
电子链接：http://www.jstor.org/pss/4479294


4.
文献名：The Stochastic Behavior of Common Stock Variances：Value, Leverage and Interest Rate Effects
作者：Andrew A.Christie
期刊：Journal of Financial Economics, 1982
电子链接：http://www.sciencedirect.com/science/article/B6VBX-45KNM0P-57/2/bfff28ad0e1b3292eb2608a018c9bfc1

5.
文献名：A Nonparametric Model of Term Structure Dynamics and the Market Price of Interest Rate Risk
作者：Richard Stanton
期刊：Journal of Finance, 1997，v52(5), 1973-2002.
电子链接：http://www.jstor.org/pss/2329471

6.
文献名：Why Does Stock Market Volatility Change Over Time？
作者：GW Schwert
期刊：Journal of Finance, 1989
电子链接：http://www.jstor.org/stable/2328636

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏1 回帖

关键词：英文文献 Implications Implication sciencedire Application 求助 文献 英文

1# songqiuhong

1# songqiuhong

5

1# songqiuhong

The Constant Elasticity of Variance Model and Its Implications for Option Pricing