Optimal Hedging and Jump Process in Stock Markets
博士 === 大葉大學 === 管理學院博士班 === 107 === With the wide usage of high frequency financial data, constructing an observable proxy for latent volatility has become possible nowadays. Meanwhile, extreme asset price changes (so-called jumps) can have an impact on volatility. Using a risk–return equilibrium ap...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2019
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| Online Access: | http://ndltd.ncl.edu.tw/handle/6b52vf |