以條件異質變異與偏態度模型對選擇權定價

Translated title of the contribution: Option Pricings by Using Autoregressive Conditional Heteroskedastic Variance and Skewness Models
  • 高致傑

Research output: Types of Thesis › Master's thesis

Translated title of the contributionOption Pricings by Using Autoregressive Conditional Heteroskedastic Variance and Skewness Models
Original languageChinese (Traditional)
Supervisors/Advisors
  • Tsao, Chueh-Yung, Supervisor
StatePublished - 2010
Externally publishedYes

Access to Document

Cite this