المؤلفون: MARTIN, Diógenes Manoel Leiva

المصدر: Revista Brasileira de Gestão De Negócios, Vol 6, Iss 14, Pp 34-41 (2004)

مصطلحات موضوعية: Modelo de Black-Scholes-Merton, Opção de preço, Volatilidade estocástica, Processo estocástico, Processo ARCH, Equilíbrio geral Black-Scholes-Merton model, Option pricing, Stochastic volatility, Call pricing, ARCH process, Stochastic process, General equilibrium Modelo de Black-Scholes-Merton, Opción de precio, Volatilidad estocástica, Proceso estocástico, Proceso ARCH, Equilibrio general, Commerce, HF1-6182, Business, HF5001-6182

Relation: http://200.169.97.104/seer/index.php/RBGN/article/view/15/14; https://doaj.org/toc/1806-4892; https://doaj.org/article/299d986a5e26442d8c86ac561468e5c5

الاتاحة: https://doaj.org/article/299d986a5e26442d8c86ac561468e5c5