The GARCH Option Pricing Model: Modification, Application and Empirical Study

博士 === 國立中央大學 === 財務金融研究所 === 90 ===

Bibliographic Details
Main Authors: Chun-Chou Wu, 巫春洲
Other Authors: Chuang-Chang Chang
Format: Others
Language:en_US
Published: 2002
Online Access:http://ndltd.ncl.edu.tw/handle/98529305201059291971