GARCH VEGA
碩士 === 元智大學 === 財務金融研究所 === 90 === In this paper, we show the argument that equity holders prefer more risk in the Black-Scholes framework depends on the underlying assets of the firm follow continuously log-normal stochastic process. When the underlying asset process is replaced by the G...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2002
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| Online Access: | http://ndltd.ncl.edu.tw/handle/62613356871358782656 |