Early Warning Systems Based on the Optimal ForecastCost and Valuation of Complex Barrier-Type Options
博士 === 國立臺灣大學 === 財務金融學研究所 === 101 === This paper proposes a new kind of early warning system (EWS) based on the optimal forecast cost and we call it “the cost-based EWS” for short. Our new EWS adopts the average forecast cost of error as the forecast performance measure to find the optimal forecast...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/40064629269604312702 |