Pricing Multi-Asset Options under Time-Varying Correlation
碩士 === 國立臺灣大學 === 財務金融學研究所 === 88 === For years many advanced mathematical techniques for pricing, hedging, and trading financial products have been developed and most financial institutions have facilities for generalized autoregressive conditional heteroscedasticity (GARCH) and/or stochastic volat...
| Main Authors: | , |
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| Format: | Others |
| Language: | en_US |
| Published: |
2000
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| Online Access: | http://ndltd.ncl.edu.tw/handle/60235150237626846298 |