Option Pricing under Stochastic Volatility for Levy Processes: An Empirical Analysis of TAIEX Index Options

碩士 === 國立中山大學 === 財務管理學系研究所 === 98 === none

Bibliographic Details
Main Authors: Ju-Ying Chen, 陳如茵
Other Authors: Jen-Jsung Huang
Format: Others
Language:zh-TW
Published: 2010
Online Access:http://ndltd.ncl.edu.tw/handle/47887179454087960723