The GARCH Option Pricing Model: Modification, Application and Empirical Study

博士 === 國立中央大學 === 財務金融研究所 === 90 ===

Bibliographic Details
Main Authors: Chun-Chou Wu, 巫春洲
Other Authors: Chuang-Chang Chang
Format: Others
Language:en_US
Published: 2002
Online Access:http://ndltd.ncl.edu.tw/handle/98529305201059291971
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spelling ndltd-TW-090NCU053040022015-10-13T10:11:30Z http://ndltd.ncl.edu.tw/handle/98529305201059291971 The GARCH Option Pricing Model: Modification, Application and Empirical Study GARCH選擇權評價模型:修正、應用和實證研究 Chun-Chou Wu 巫春洲 博士 國立中央大學 財務金融研究所 90 Chuang-Chang Chang San-Lin Chung 張傳章 張森林 2002 學位論文 ; thesis 76 en_US
collection NDLTD
language en_US
format Others
sources NDLTD
description 博士 === 國立中央大學 === 財務金融研究所 === 90 ===
author2 Chuang-Chang Chang
author_facet Chuang-Chang Chang
Chun-Chou Wu
巫春洲
author Chun-Chou Wu
巫春洲
spellingShingle Chun-Chou Wu
巫春洲
The GARCH Option Pricing Model: Modification, Application and Empirical Study
author_sort Chun-Chou Wu
title The GARCH Option Pricing Model: Modification, Application and Empirical Study
title_short The GARCH Option Pricing Model: Modification, Application and Empirical Study
title_full The GARCH Option Pricing Model: Modification, Application and Empirical Study
title_fullStr The GARCH Option Pricing Model: Modification, Application and Empirical Study
title_full_unstemmed The GARCH Option Pricing Model: Modification, Application and Empirical Study
title_sort garch option pricing model: modification, application and empirical study
publishDate 2002
url http://ndltd.ncl.edu.tw/handle/98529305201059291971
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