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