Approximating volatility diffusions of the term structure by using ARCH model

碩士 === 國立中山大學 === 財務管理學系研究所 === 95 === none

Bibliographic Details
Main Authors: Jia-Huei Wu, 吳嘉輝
Other Authors: Huang,Jen-Jsung
Format: Others
Language:zh-TW
Published: 2007
Online Access:http://ndltd.ncl.edu.tw/handle/mamy6p