The Journal of Finance. 1985;40(2):455-480. doi: 10.2307/2327895 Q19.52025

Nonparametric Tests of Alternative Option Pricing Models Using All Reported Trades and Quotes on the 30 Most Active CBOE Option Classes from August 23, 1976 Through August 31, 1978

Mark Rubinstein

DOI: 10.2307/2327895

摘要查看摘要

Copyright © The Journal of Finance. 中文内容为AI机器翻译，仅供参考！

期刊名：Journal of finance

缩写：

ISSN：0022-1082

e-ISSN：1540-6261

IF/分区：9.5/Q1

文章目录更多期刊信息

全文链接

官方链接

PMC全文

引文链接

复制

已复制！

格式：

推荐内容

Nonparametric Tests of Alternative Option Pricing Models Using All Reported Trades and Quotes on the 30 Most Active CBOE Option Classes from August 23, 1976 Through August 31, 1978