Bivariate Options Pricing with Copula-Based GARCH Model -Empirical Analysis
碩士 === 國立臺灣大學 === 財務金融學研究所 === 97 === Multivariate options have experienced significant development in the last decade, due to their excellent abilities for hedging the risk of multiple assets. The most important issue in the valuation of multivariate options is the dependence structure among these...
| Main Authors: | , |
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| Format: | Others |
| Language: | en_US |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/92164432177086432378 |