Application of Currency Option Markets in Stochastic Volatility Models
碩士 === 國立政治大學 === 金融研究所 === 103 === This study provide a new generalized currency option pricing model with jump-diffusion, stochastic interest rates and stochastic volatility to deduce analytical solutions for the European option. By using euro-dollar (EURUSD) European exchange rate option as empir...
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| Format: | Others |
| Language: | zh-TW |
| Online Access: | http://ndltd.ncl.edu.tw/handle/ru7x8m |