Is Mean Reversion Feature of Volatility Important to Stock Index Option?

碩士 === 國立政治大學 === 財務管理研究所 === 98

Bibliographic Details
Main Author: 湯亞蒨
Other Authors: 杜化宇
Format: Others
Language:zh-TW
Published: 2010
Online Access:http://ndltd.ncl.edu.tw/handle/77853835325317645818