Nonlinear Approaches to Hedging
碩士 === 國立中正大學 === 財務金融所 === 95 === The purpose of the paper is to present the new nonlinear methodologies including the Spanning Polynomial Projection (SPP), the Legendre Polynomial Projection, and the Integrated with SPP and Legendre Polynomial Projection for hedgers, and then to compare these nonl...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/43743846368263615674 |