A study on option pricing and option-based valuations of catastrophe insurance products under Lévy Dynamics
博士 === 國立中山大學 === 財務管理學系研究所 === 97 === This dissertation includes three topics. We first introduce the statistical properties of option pricing and literature related to the following topics. The first topic focuses on GARCH processes with Lévy innovation and their empirical analysis on TAIEX index...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/7n4jsu |