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	Executive stock option pricing based on volatility estimated by SV-GED model: Evidence from Shanghai and Shenzhen 300 index
	Pan, Min; Ang, Sheng-Qiao
刊名	2009 International Conference on Management Science and Engineering - 16th Annual Conference Proceedings, ICMSE 2009
	2009
DOI	10.1109/ICMSE.2009.5318006
URL标识	查看原文
收录类别	EI
语种	英语
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/3733493
专题	武汉大学
推荐引用方式 GB/T 7714	Pan, Min,Ang, Sheng-Qiao. Executive stock option pricing based on volatility estimated by SV-GED model: Evidence from Shanghai and Shenzhen 300 index[J]. 2009 International Conference on Management Science and Engineering - 16th Annual Conference Proceedings, ICMSE 2009,2009.
APA	Pan, Min,&Ang, Sheng-Qiao.(2009).Executive stock option pricing based on volatility estimated by SV-GED model: Evidence from Shanghai and Shenzhen 300 index.2009 International Conference on Management Science and Engineering - 16th Annual Conference Proceedings, ICMSE 2009.
MLA	Pan, Min,et al."Executive stock option pricing based on volatility estimated by SV-GED model: Evidence from Shanghai and Shenzhen 300 index".2009 International Conference on Management Science and Engineering - 16th Annual Conference Proceedings, ICMSE 2009 (2009).

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