Abstract
Journal Article Stock Price Distributions with Stochastic Volatility: An Analytic Approach Get access Elias M. Stein, Elias M. Stein Princeton University Search for other works by this author on: Oxford Academic Google Scholar Jeremy C. Stein Jeremy C. Stein Massachusetts Institute of Technology Search for other works by this author on: Oxford Academic Google Scholar The Review of Financial Studies, Volume 4, Issue 4, October 1991, Pages 727–752, https://doi.org/10.1093/rfs/4.4.727 Published: 05 May 2015
Keywords
Stock (firearms)Stochastic volatilityVolatility (finance)EconomicsFinancial economicsEconometricsMathematical economicsHistoryArt historyArchaeology
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Publication Info
- Year
- 1991
- Type
- article
- Volume
- 4
- Issue
- 4
- Pages
- 727-752
- Citations
- 1537
- Access
- Closed
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Cite This
Elias M. Stein,
Jeremy C. Stein
(1991).
Stock Price Distributions with Stochastic Volatility: An Analytic Approach.
Review of Financial Studies
, 4
(4)
, 727-752.
https://doi.org/10.1093/rfs/4.4.727
Identifiers
- DOI
- 10.1093/rfs/4.4.727