以選擇權市價修正GARCH定價模型

Translated title of the contribution: Market Calibration of GARCH Option Pricing Model

林佩瑤

Research output: Types of Thesis › Master's thesis

Translated title of the contributionMarket Calibration of GARCH Option Pricing Model
Original languageChinese (Traditional)
Supervisors/Advisors
  • Tsao, Chueh-Yung, Supervisor
StatePublished - 2009
Externally publishedYes

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