Empirical Analysis of SABR Model and SABR-LMM Model

碩士 === 國立政治大學 === 金融研究所 === 98 ===

Bibliographic Details
Main Authors: Mau,Cha-Nan, 毛迦南
Other Authors: Chen, Son-Nan
Format: Others
Language:zh-TW
Published: 2010
Online Access:http://ndltd.ncl.edu.tw/handle/44892710105323772620