GARCH Option Valuation with the Normal Inverse Gaussian Distribution

葉建君

Research output: Types of ThesisMaster's thesis

Translated title of the contribution常態逆高斯分配應用於GARCH選擇權評價模型
Original languageAmerican English
Supervisors/Advisors
  • Chan, Chin-Horng, Supervisor
StatePublished - 2011
Externally publishedYes

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