Three Essays on Futures Pricing Allowing for Expectation Heterogeneity, Information Time, and Jump Risk
博士 === 國立政治大學 === 財務管理研究所 === 94 === The dissertation contains three essays on intertemporal futures pricing models allowing for heterogeneous expectations, information-time based setting, and jump risk. As Harrison and Kreps (1978) have noted, unless traders are all identical and obliged to hold...
| Main Authors: | , |
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| Format: | Others |
| Language: | en_US |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/27720383912012868616 |